-14.7%
AZO vs PRU
+20.9%
-35.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | +1.3% | +3.6% | -2.3% | +0.4% |
| 30D | +12.0% | +8.9% | +3.1% | +9.8% |
| 3M | +7.2% | +0.2% | +7.0% | +6.5% |
| 6M | -3.2% | +23.7% | -26.9% | -6.9% |
| YTD | -3.9% | +13.7% | -17.6% | -10.9% |
| 1Y | -14.7% | +20.6% | -35.3% | -21.5% |
| All | -14.7% | +20.9% | -35.6% | -21.5% |
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