+19.6%
PRU vs ACI
-22.6%
+42.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | 0.0% | -0.5% | +0.4% | 0.0% |
| 30D | +7.9% | +4.9% | +3.0% | +7.7% |
| 3M | +0.9% | +11.1% | -10.2% | +0.4% |
| 6M | +22.4% | -14.9% | +37.3% | +21.1% |
| YTD | +12.7% | -19.6% | +32.3% | +10.7% |
| 1Y | +19.6% | -22.7% | +42.3% | +17.5% |
| All | +19.6% | -22.6% | +42.2% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling