+107.6%
PRU vs ABCL
-79.6%
+187.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +3.8% | +2.3% | +1.5% | +3.6% |
| 30D | +9.0% | -0.7% | +9.7% | +8.9% |
| 3M | +2.1% | +33.4% | -31.3% | -0.3% |
| 6M | +25.4% | +137.8% | -112.4% | +16.6% |
| YTD | +13.5% | +264.3% | -250.8% | +1.8% |
| 1Y | +21.3% | +209.2% | -187.8% | +9.9% |
| 3Y | +55.1% | +208.4% | -153.3% | +35.2% |
| 5Y | +43.6% | -11.9% | +55.4% | +31.8% |
| All | +107.6% | -79.6% | +187.1% | +101.4% |
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