+100.7%
PRU vs ABCL
-80.5%
+181.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.7% | -9.4% | -3.0% |
| 7D | +2.4% | -3.2% | +5.6% | +2.5% |
| 30D | +6.1% | -7.4% | +13.5% | +6.4% |
| 3M | -0.7% | +81.9% | -82.7% | -5.4% |
| 6M | +22.1% | +135.7% | -113.6% | +13.5% |
| YTD | +9.8% | +247.4% | -237.6% | -1.2% |
| 1Y | +19.4% | +162.3% | -142.9% | +9.2% |
| 3Y | +50.4% | +165.5% | -115.1% | +32.4% |
| 5Y | +37.2% | -21.3% | +58.4% | +26.5% |
| All | +100.7% | -80.5% | +181.3% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling