-62.0%
ALB vs PRU
+42.9%
-104.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.3% | -5.0% |
| 7D | +5.3% | +3.8% | +1.5% | +1.9% |
| 30D | -6.3% | +9.0% | -15.3% | -13.0% |
| 3M | -27.4% | +2.1% | -29.5% | -29.2% |
| 6M | -53.1% | +25.4% | -78.5% | -61.7% |
| YTD | -32.3% | +13.5% | -45.8% | -40.7% |
| 1Y | -7.3% | +21.3% | -28.6% | -23.6% |
| 3Y | -14.9% | +55.1% | -70.0% | -44.7% |
| 5Y | -62.0% | +43.6% | -105.6% | -72.7% |
| All | -62.0% | +42.9% | -104.9% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling