+54.4%
PRU vs ABCL
+139.9%
-85.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.4% | +6.1% | -2.8% |
| 7D | +4.8% | -14.9% | +19.7% | +5.6% |
| 30D | +7.9% | -15.4% | +23.2% | +8.7% |
| 3M | +3.1% | +88.0% | -84.9% | -1.9% |
| 6M | +25.2% | +138.8% | -113.6% | +16.2% |
| YTD | +12.7% | +225.4% | -212.7% | +1.6% |
| 1Y | +23.5% | +137.3% | -113.8% | +13.4% |
| All | +54.4% | +139.9% | -85.4% | +32.6% |
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