+40.9%
PRU vs ACGL
+174.7%
-133.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | +4.8% | +6.4% | -1.6% | +1.6% |
| 30D | +7.9% | +16.6% | -8.8% | -0.2% |
| 3M | +3.1% | +11.6% | -8.5% | -2.5% |
| 6M | +25.2% | +17.5% | +7.8% | +15.0% |
| YTD | +12.7% | +15.3% | -2.5% | +3.8% |
| 1Y | +23.5% | +26.3% | -2.8% | +8.2% |
| 3Y | +50.6% | +35.9% | +14.7% | +24.6% |
| 5Y | +40.9% | +168.2% | -127.3% | -29.9% |
| All | +40.9% | +174.7% | -133.8% | -29.9% |
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