+139.6%
PRU vs ACM
+128.0%
+11.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.7% |
| 7D | +1.9% | -0.3% | +2.2% | +2.1% |
| 30D | -0.4% | -12.9% | +12.5% | +6.7% |
| 3M | +16.4% | -6.4% | +22.8% | +18.8% |
| 6M | +26.0% | -29.2% | +55.3% | +50.3% |
| YTD | +9.9% | -29.9% | +39.9% | +30.2% |
| 1Y | +18.8% | -47.3% | +66.0% | +65.9% |
| 3Y | +45.3% | -19.6% | +65.0% | +51.3% |
| 5Y | +45.6% | +5.5% | +40.0% | +23.5% |
| 10Y | +139.6% | +129.7% | +9.9% | +25.7% |
| All | +139.6% | +128.0% | +11.7% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ACM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling