+98.4%
PRU vs ACGL
+329.5%
-231.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.8% | -1.4% | -1.5% | -1.9% |
| 30D | +8.5% | +12.4% | -3.9% | -0.2% |
| 3M | +1.7% | +11.1% | -9.4% | -5.8% |
| 6M | +24.8% | +16.3% | +8.4% | +11.1% |
| YTD | +13.3% | +13.8% | -0.5% | +1.5% |
| 1Y | +21.4% | +20.4% | +1.0% | +4.2% |
| 3Y | +54.8% | +33.6% | +21.2% | +18.2% |
| 5Y | +42.4% | +176.8% | -134.5% | -42.7% |
| 10Y | +98.4% | +324.6% | -226.1% | -40.7% |
| All | +98.4% | +329.5% | -231.0% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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