+67.0%
APO vs PRU
+36.1%
+30.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +1.8% |
| 7D | +0.8% | +2.4% | -1.6% | -1.1% |
| 30D | +1.0% | +6.1% | -5.1% | -4.0% |
| 3M | -8.4% | -0.7% | -7.7% | -7.9% |
| 6M | -9.1% | +22.1% | -31.2% | -24.0% |
| YTD | -18.3% | +9.8% | -28.1% | -25.4% |
| 1Y | -8.0% | +19.4% | -27.3% | -22.0% |
| 3Y | +47.1% | +50.4% | -3.3% | +2.5% |
| All | +67.0% | +36.1% | +30.8% | +24.2% |
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