+3,701.6%
ALNY vs PRU
+479.0%
+3,222.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | +12.2% | +1.9% | +10.4% | +11.6% |
| 30D | +16.3% | +2.7% | +13.6% | +15.3% |
| 3M | -12.4% | +19.5% | -31.8% | -17.2% |
| 6M | -18.7% | +26.6% | -45.3% | -24.6% |
| YTD | -33.1% | +12.3% | -45.4% | -35.8% |
| 1Y | -41.3% | +18.0% | -59.4% | -44.8% |
| 3Y | +32.3% | +47.0% | -14.7% | +14.9% |
| 5Y | +34.8% | +48.4% | -13.7% | +15.0% |
| 10Y | +284.7% | +142.4% | +142.3% | +160.9% |
| All | +3,701.6% | +479.0% | +3,222.5% | +1,586.0% |
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