+1,651.7%
APO vs PRU
+278.3%
+1,373.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +0.2% | -2.8% | +3.0% | +2.1% |
| 30D | +3.1% | +8.5% | -5.4% | -2.1% |
| 3M | -12.0% | +1.7% | -13.7% | -13.0% |
| 6M | -5.0% | +24.8% | -29.7% | -17.7% |
| YTD | -14.0% | +13.3% | -27.3% | -21.0% |
| 1Y | -5.9% | +21.4% | -27.3% | -17.3% |
| 3Y | +51.6% | +54.8% | -3.2% | +15.9% |
| 5Y | +80.8% | +42.4% | +38.4% | +46.0% |
| 10Y | +839.9% | +98.4% | +741.5% | +464.1% |
| All | +1,651.7% | +278.3% | +1,373.4% | +643.6% |
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 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