+145.2%
PRU vs ACGL
+276.1%
-130.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | +0.3% |
| 7D | +1.9% | -0.7% | +2.6% | +2.4% |
| 30D | +2.7% | -1.0% | +3.7% | +3.4% |
| 3M | +19.5% | +11.0% | +8.4% | +10.3% |
| 6M | +26.6% | -0.3% | +27.0% | +25.8% |
| YTD | +12.3% | +2.3% | +10.1% | +8.8% |
| 1Y | +18.0% | +6.4% | +11.7% | +10.7% |
| 3Y | +47.0% | +34.0% | +13.1% | +10.6% |
| 5Y | +48.4% | +161.6% | -113.2% | -38.0% |
| All | +145.2% | +276.1% | -130.8% | -17.1% |
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