+42.2%
PRU vs ACGL
+173.3%
-131.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +3.6% | +2.2% | +1.4% | +2.5% |
| 30D | +8.9% | +12.3% | -3.4% | +2.7% |
| 3M | +0.2% | +11.8% | -11.6% | -5.3% |
| 6M | +23.7% | +17.5% | +6.3% | +13.6% |
| YTD | +13.7% | +14.3% | -0.5% | +5.2% |
| 1Y | +20.6% | +18.2% | +2.5% | +9.5% |
| 3Y | +56.3% | +33.2% | +23.2% | +30.8% |
| All | +42.2% | +173.3% | -131.1% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling