+112.0%
PRU vs ACM
+155.0%
-43.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.6% |
| 7D | +2.4% | +5.4% | -3.0% | -0.6% |
| 30D | +6.1% | +15.1% | -9.0% | -2.1% |
| 3M | -0.7% | -10.5% | +9.7% | +4.4% |
| 6M | +22.1% | -19.7% | +41.8% | +35.0% |
| YTD | +9.8% | -28.8% | +38.6% | +28.7% |
| 1Y | +19.4% | -47.9% | +67.2% | +68.7% |
| 3Y | +50.4% | -12.4% | +62.7% | +47.8% |
| 5Y | +37.2% | +0.6% | +36.6% | +20.6% |
| All | +112.0% | +155.0% | -43.0% | +11.0% |
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