+229.8%
ALNY vs PRU
+99.2%
+130.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.4% | +5.1% |
| 7D | +5.8% | +3.6% | +2.2% | +4.8% |
| 30D | -26.5% | +8.9% | -35.3% | -28.3% |
| 3M | -27.3% | +0.2% | -27.5% | -27.5% |
| 6M | -43.4% | +23.7% | -67.1% | -46.8% |
| YTD | -58.5% | +13.7% | -72.2% | -60.2% |
| 1Y | -63.6% | +20.6% | -84.3% | -65.8% |
| 3Y | 0.0% | +56.3% | -56.3% | -13.4% |
| 5Y | -3.4% | +42.3% | -45.7% | -15.3% |
| All | +229.8% | +99.2% | +130.6% | +159.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling