+19.4%
PRU vs ACM
-48.7%
+68.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.6% |
| 7D | +2.4% | +5.4% | -3.0% | +1.9% |
| 30D | +6.1% | +15.1% | -9.0% | +4.8% |
| 3M | -0.7% | -10.5% | +9.7% | -0.1% |
| 6M | +22.1% | -19.7% | +41.8% | +24.1% |
| YTD | +9.8% | -28.8% | +38.6% | +13.2% |
| 1Y | +19.4% | -47.9% | +67.2% | +21.4% |
| All | +19.4% | -48.7% | +68.1% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling