-43.9%
ALB vs PRU
+48.6%
-92.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -3.7% |
| 7D | -8.1% | +1.9% | -9.9% | -9.5% |
| 30D | +6.3% | +2.7% | +3.5% | +3.9% |
| 3M | -23.6% | +19.5% | -43.0% | -34.2% |
| 6M | -24.6% | +26.6% | -51.3% | -38.7% |
| YTD | -10.3% | +12.3% | -22.6% | -19.9% |
| 1Y | +61.5% | +18.0% | +43.4% | +37.3% |
| 3Y | -34.0% | +47.0% | -81.0% | -54.1% |
| All | -43.9% | +48.6% | -92.4% | -60.5% |
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 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