+803.6%
PRU vs ACGL
+4,315.7%
-3,512.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | +4.8% | +6.4% | -1.6% | -0.8% |
| 30D | +7.9% | +16.6% | -8.8% | -5.9% |
| 3M | +3.1% | +11.6% | -8.5% | -6.7% |
| 6M | +25.2% | +17.5% | +7.8% | +7.4% |
| YTD | +12.7% | +15.3% | -2.5% | -2.9% |
| 1Y | +23.5% | +26.3% | -2.8% | -2.2% |
| 3Y | +50.6% | +35.9% | +14.7% | +5.7% |
| 5Y | +40.9% | +168.2% | -127.3% | -50.9% |
| 10Y | +125.5% | +352.0% | -226.5% | -56.3% |
| All | +803.6% | +4,315.7% | -3,512.1% | -54.0% |
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