+3,945.1%
AZO vs PRU
+806.6%
+3,138.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +0.7% | +1.9% | -1.1% | +0.3% |
| 30D | -2.7% | +2.7% | -5.4% | -3.3% |
| 3M | -3.2% | +19.5% | -22.7% | -6.8% |
| 6M | -19.7% | +26.6% | -46.4% | -23.7% |
| YTD | -12.0% | +12.3% | -24.4% | -14.4% |
| 1Y | -29.5% | +18.0% | -47.6% | -32.2% |
| 3Y | +17.3% | +47.0% | -29.7% | +6.7% |
| 5Y | +94.1% | +48.4% | +45.6% | +74.4% |
| 10Y | +303.3% | +142.4% | +160.8% | +213.8% |
| All | +3,945.1% | +806.6% | +3,138.6% | +1,566.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling