+1,055.0%
ATI vs PRU
+139.4%
+915.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | +0.2% |
| 7D | +3.2% | +1.9% | +1.3% | +1.4% |
| 30D | -9.0% | -0.4% | -8.6% | -8.7% |
| 3M | +15.1% | +16.4% | -1.3% | +0.4% |
| 6M | +38.1% | +26.0% | +12.1% | +12.4% |
| YTD | +80.7% | +9.9% | +70.7% | +63.3% |
| 1Y | +167.5% | +18.8% | +148.7% | +125.2% |
| 3Y | +366.0% | +45.3% | +320.6% | +218.9% |
| 5Y | +1,088.8% | +45.6% | +1,043.2% | +687.2% |
| 10Y | +1,055.0% | +139.6% | +915.4% | +343.2% |
| All | +1,055.0% | +139.4% | +915.6% | +343.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling