+234.5%
ALNY vs PRU
+138.7%
+95.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.8% | -4.3% |
| 7D | -6.4% | -3.8% | -2.6% | -5.4% |
| 30D | +11.9% | -2.0% | +13.9% | +12.5% |
| 3M | -15.0% | +14.0% | -29.0% | -18.2% |
| 6M | -23.2% | +27.2% | -50.5% | -28.4% |
| YTD | -37.8% | +9.1% | -46.8% | -39.6% |
| 1Y | -47.3% | +18.1% | -65.3% | -50.1% |
| 3Y | +22.9% | +44.3% | -21.4% | +8.4% |
| 5Y | +30.6% | +45.7% | -15.1% | +13.4% |
| All | +234.5% | +138.7% | +95.8% | +107.3% |
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