+1,067.0%
ATI vs PRU
+115.4%
+951.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +3.2% |
| 7D | +6.0% | +3.2% | +2.8% | +2.9% |
| 30D | -3.6% | +7.9% | -11.6% | -10.2% |
| 3M | -18.9% | +1.8% | -20.7% | -20.8% |
| 6M | +16.7% | +24.1% | -7.4% | -4.6% |
| YTD | +61.1% | +12.4% | +48.7% | +41.7% |
| 1Y | +89.3% | +20.9% | +68.4% | +56.3% |
| 3Y | +333.3% | +55.5% | +277.8% | +177.9% |
| 5Y | +954.5% | +42.7% | +911.8% | +608.4% |
| 10Y | +1,067.0% | +106.1% | +960.8% | +396.1% |
| All | +1,067.0% | +115.4% | +951.6% | +396.1% |
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