+37.0%
PRU vs ACGL
+159.2%
-122.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.3% | -1.1% |
| 7D | +2.4% | +0.9% | +1.5% | +2.0% |
| 30D | +6.1% | +13.7% | -7.6% | -0.5% |
| 3M | -0.7% | +8.0% | -8.8% | -4.6% |
| 6M | +22.1% | +13.3% | +8.8% | +14.2% |
| YTD | +9.8% | +11.8% | -2.1% | +2.7% |
| 1Y | +19.4% | +22.2% | -2.9% | +6.3% |
| 3Y | +50.4% | +32.5% | +17.9% | +26.0% |
| All | +37.0% | +159.2% | -122.3% | -32.1% |
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 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