+4,290.1%
AZO vs PRU
+814.1%
+3,476.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.8% |
| 3M | +6.4% | +1.7% | +4.7% | +6.0% |
| 6M | -5.5% | +24.8% | -30.3% | -9.9% |
| YTD | -4.5% | +13.3% | -17.8% | -7.3% |
| 1Y | -13.8% | +21.4% | -35.2% | -17.5% |
| 3Y | +19.8% | +54.8% | -35.0% | +7.8% |
| 5Y | +71.6% | +42.4% | +29.2% | +55.6% |
| 10Y | +331.5% | +98.4% | +233.1% | +248.5% |
| All | +4,290.1% | +814.1% | +3,476.0% | +1,705.3% |
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