-3.1%
ALNY vs PRU
+56.1%
-59.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | -0.8% | -2.8% | +2.1% | -0.1% |
| 30D | -29.6% | +8.5% | -38.1% | -31.0% |
| 3M | -27.7% | +1.7% | -29.5% | -28.1% |
| 6M | -43.9% | +24.8% | -68.6% | -47.1% |
| YTD | -59.8% | +13.3% | -73.1% | -61.3% |
| 1Y | -64.6% | +21.4% | -86.0% | -66.7% |
| All | -3.1% | +56.1% | -59.2% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling