+800.4%
PRU vs ACGL
+3,817.7%
-3,017.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | +0.6% |
| 7D | +1.9% | -0.7% | +2.6% | +2.5% |
| 30D | +2.7% | -1.0% | +3.7% | +3.6% |
| 3M | +19.5% | +11.0% | +8.4% | +8.2% |
| 6M | +26.6% | -0.3% | +27.0% | +25.3% |
| YTD | +12.3% | +2.3% | +10.1% | +7.7% |
| 1Y | +18.0% | +6.4% | +11.7% | +8.8% |
| 3Y | +47.0% | +34.0% | +13.1% | +3.3% |
| 5Y | +48.4% | +161.6% | -113.2% | -47.8% |
| 10Y | +142.4% | +278.6% | -136.1% | -44.7% |
| All | +800.4% | +3,817.7% | -3,017.3% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling