+56.3%
PRU vs ACI
-31.5%
+87.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +3.6% | +2.3% | +1.3% | +3.3% |
| 30D | +8.9% | +1.2% | +7.6% | +8.7% |
| 3M | +0.2% | +6.8% | -6.6% | -0.6% |
| 6M | +23.7% | -18.7% | +42.5% | +25.6% |
| YTD | +13.7% | -20.2% | +34.0% | +15.3% |
| 1Y | +20.6% | -23.7% | +44.4% | +23.1% |
| 3Y | +56.3% | -31.6% | +88.0% | +61.8% |
| All | +56.3% | -31.5% | +87.8% | +61.8% |
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