+55.5%
PRU vs ABCL
+196.9%
-141.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.2% | -2.9% | +2.1% |
| 7D | +3.2% | +12.4% | -9.2% | +2.5% |
| 30D | +7.9% | -0.4% | +8.3% | +7.8% |
| 3M | +1.8% | +80.4% | -78.6% | -2.7% |
| 6M | +24.1% | +138.5% | -114.4% | +15.5% |
| YTD | +12.4% | +265.5% | -253.1% | +0.6% |
| 1Y | +20.9% | +219.7% | -198.8% | +9.1% |
| 3Y | +55.5% | +209.4% | -153.9% | +32.2% |
| All | +55.5% | +196.9% | -141.4% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling