+189.6%
PRU vs ACI
+34.0%
+155.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.1% | +0.8% |
| 7D | +3.8% | -0.6% | +4.4% | +3.9% |
| 30D | +9.0% | +9.5% | -0.5% | +7.9% |
| 3M | +2.1% | +10.1% | -7.9% | +1.0% |
| 6M | +25.4% | -15.4% | +40.8% | +27.0% |
| YTD | +13.5% | -19.5% | +33.1% | +15.2% |
| 1Y | +21.3% | -21.0% | +42.3% | +23.4% |
| 3Y | +55.1% | -31.2% | +86.3% | +59.6% |
| 5Y | +43.6% | -40.6% | +84.1% | +47.9% |
| All | +189.6% | +34.0% | +155.7% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling