+49.6%
PRU vs ACI
-38.5%
+88.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | +1.9% | +0.2% | +1.7% | +1.8% |
| 30D | +2.7% | +5.9% | -3.2% | +2.1% |
| 3M | +19.5% | -19.8% | +39.2% | +21.7% |
| 6M | +26.6% | -24.7% | +51.4% | +29.8% |
| YTD | +12.3% | -24.4% | +36.7% | +14.7% |
| 1Y | +18.0% | -31.5% | +49.5% | +22.4% |
| All | +49.6% | -38.5% | +88.1% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling