+105.4%
PRU vs ABCL
-81.3%
+186.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.9% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | +2.7% | +93.1% | -90.4% | -2.1% |
| 3M | +19.5% | +79.4% | -60.0% | +13.9% |
| 6M | +26.6% | +214.9% | -188.2% | +15.6% |
| YTD | +12.3% | +234.2% | -221.9% | +1.7% |
| 1Y | +18.0% | +174.8% | -156.7% | +7.5% |
| 3Y | +47.0% | +104.5% | -57.5% | +31.8% |
| 5Y | +48.4% | -39.0% | +87.4% | +38.2% |
| All | +105.4% | -81.3% | +186.7% | +101.1% |
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