+99.2%
PRU vs ACM
+133.7%
-34.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | +3.8% | +6.6% | -2.8% | 0.0% |
| 30D | +9.0% | +19.8% | -10.7% | -1.7% |
| 3M | +2.1% | -3.1% | +5.3% | +2.7% |
| 6M | +25.4% | -11.5% | +36.9% | +30.9% |
| YTD | +13.5% | -24.7% | +38.2% | +28.8% |
| 1Y | +21.3% | -45.1% | +66.4% | +66.6% |
| 3Y | +55.1% | -8.9% | +64.0% | +49.2% |
| 5Y | +43.6% | +5.4% | +38.2% | +22.7% |
| 10Y | +99.2% | +131.1% | -31.8% | +5.4% |
| All | +99.2% | +133.7% | -34.4% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling