-9.3%
ALB vs PRU
+55.2%
-64.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.7% |
| 7D | +9.5% | +3.2% | +6.3% | +6.8% |
| 30D | -2.1% | +7.9% | -10.0% | -7.7% |
| 3M | -24.1% | +1.8% | -25.9% | -25.6% |
| 6M | -51.0% | +24.1% | -75.1% | -59.0% |
| YTD | -29.3% | +12.4% | -41.7% | -36.6% |
| 1Y | +3.2% | +20.9% | -17.7% | -13.6% |
| 3Y | -9.3% | +55.5% | -64.8% | -59.5% |
| All | -9.3% | +55.2% | -64.5% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling