+106.1%
PRU vs ACGL
+332.3%
-226.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +1.8% |
| 7D | +3.2% | -1.1% | +4.3% | +4.1% |
| 30D | +7.9% | +13.1% | -5.2% | -1.2% |
| 3M | +1.8% | +9.8% | -8.0% | -4.9% |
| 6M | +24.1% | +15.3% | +8.9% | +11.3% |
| YTD | +12.4% | +12.7% | -0.4% | +1.3% |
| 1Y | +20.9% | +20.7% | +0.2% | +3.6% |
| 3Y | +55.5% | +34.3% | +21.2% | +18.1% |
| 5Y | +42.7% | +170.6% | -127.9% | -41.6% |
| 10Y | +106.1% | +330.6% | -224.4% | -42.3% |
| All | +106.1% | +332.3% | -226.2% | -42.3% |
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