-48.2%
ALB vs PRU
+20.0%
-68.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.2% |
| 7D | +9.1% | +2.4% | +6.7% | +8.4% |
| 30D | -3.4% | +6.1% | -9.5% | -4.3% |
| 3M | -20.6% | -0.7% | -19.9% | -21.0% |
| 6M | -48.2% | +22.1% | -70.2% | -51.0% |
| All | -48.2% | +20.0% | -68.2% | -51.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling