+1,515.2%
ALB vs PRU
+806.6%
+708.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -4.0% |
| 7D | -8.1% | +1.9% | -9.9% | -8.9% |
| 30D | +6.3% | +2.7% | +3.5% | +5.0% |
| 3M | -23.6% | +19.5% | -43.0% | -29.6% |
| 6M | -24.6% | +26.6% | -51.3% | -32.5% |
| YTD | -10.3% | +12.3% | -22.6% | -15.6% |
| 1Y | +61.5% | +18.0% | +43.4% | +48.4% |
| 3Y | -34.0% | +47.0% | -81.0% | -44.1% |
| 5Y | -44.6% | +48.4% | -93.0% | -52.9% |
| 10Y | +76.1% | +142.4% | -66.3% | +19.7% |
| All | +1,515.2% | +806.6% | +708.7% | +371.5% |
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 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