+19.6%
AZO vs PRU
+56.1%
-36.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -2.6% | -2.8% | +0.2% | -2.1% |
| 30D | +11.7% | +8.5% | +3.2% | +10.2% |
| 3M | +6.4% | +1.7% | +4.7% | +5.9% |
| 6M | -5.5% | +24.8% | -30.3% | -8.8% |
| YTD | -4.5% | +13.3% | -17.8% | -7.1% |
| 1Y | -13.8% | +21.4% | -35.2% | -17.0% |
| All | +19.6% | +56.1% | -36.5% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling