+50.4%
PRU vs ABCL
+156.0%
-105.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.2% |
| 6M | +22.1% | +135.7% | -113.6% | +13.5% |
| YTD | +9.8% | +247.4% | -237.6% | -1.4% |
| 1Y | +19.4% | +162.3% | -142.9% | +9.0% |
| 3Y | +50.4% | +165.5% | -115.1% | +28.7% |
| All | +50.4% | +156.0% | -105.7% | +28.7% |
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