+40.9%
PRU vs ABCL
-25.4%
+66.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | -0.3% |
| 7D | 0.0% | +4.4% | -4.4% | -0.4% |
| 30D | +7.9% | -7.9% | +15.8% | +8.3% |
| 3M | +0.9% | +12.2% | -11.3% | -0.7% |
| 6M | +22.4% | +134.7% | -112.4% | +12.0% |
| YTD | +12.7% | +239.8% | -227.1% | -0.9% |
| 1Y | +19.6% | +192.7% | -173.1% | +6.4% |
| 3Y | +54.0% | +187.6% | -133.6% | +30.1% |
| All | +40.9% | -25.4% | +66.3% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling