+19.4%
PRU vs ACGL
+22.6%
-3.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.3% | -1.7% |
| 7D | +2.4% | +0.9% | +1.5% | +2.3% |
| 30D | +6.1% | +13.7% | -7.6% | +2.8% |
| 3M | -0.7% | +8.0% | -8.8% | -2.7% |
| 6M | +22.1% | +13.3% | +8.8% | +18.7% |
| YTD | +9.8% | +11.8% | -2.1% | +5.8% |
| 1Y | +19.4% | +22.2% | -2.9% | +10.9% |
| All | +19.4% | +22.6% | -3.2% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling