+37.2%
ALNY vs PRU
+45.9%
-8.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.7% |
| 7D | +5.7% | +1.9% | +3.8% | +5.2% |
| 30D | +18.7% | -0.4% | +19.1% | +18.8% |
| 3M | -11.0% | +16.4% | -27.4% | -14.9% |
| 6M | -18.9% | +26.0% | -44.9% | -24.3% |
| YTD | -34.6% | +9.9% | -44.5% | -36.7% |
| 1Y | -42.8% | +18.8% | -61.6% | -46.2% |
| 3Y | +29.1% | +45.3% | -16.2% | +12.0% |
| All | +37.2% | +45.9% | -8.7% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling