-29.5%
AZO vs PRU
+19.0%
-48.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +0.7% | +1.9% | -1.1% | +0.5% |
| 30D | -2.7% | +2.7% | -5.4% | -3.1% |
| 3M | -3.2% | +19.5% | -22.7% | -5.4% |
| 6M | -19.7% | +26.6% | -46.4% | -22.4% |
| YTD | -12.0% | +12.3% | -24.4% | -16.1% |
| 1Y | -29.5% | +18.0% | -47.6% | -31.7% |
| All | -29.5% | +19.0% | -48.5% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling