+1,162.5%
ALB vs PRU
+809.8%
+352.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.3% | +6.9% | +5.0% |
| 7D | +5.5% | +4.8% | +0.7% | +3.3% |
| 30D | -7.5% | +7.9% | -15.4% | -10.7% |
| 3M | -16.9% | +3.1% | -20.0% | -18.3% |
| 6M | -49.2% | +25.2% | -74.4% | -54.3% |
| YTD | -29.9% | +12.7% | -42.6% | -34.3% |
| 1Y | +8.2% | +23.5% | -15.3% | -2.6% |
| 3Y | -19.4% | +50.6% | -70.0% | -32.8% |
| 5Y | -61.6% | +40.9% | -102.5% | -66.7% |
| 10Y | +34.6% | +125.5% | -90.9% | -6.3% |
| All | +1,162.5% | +809.8% | +352.6% | +267.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling