+50.4%
PRU vs ACM
-12.3%
+62.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.6% |
| 7D | +2.4% | +5.4% | -3.0% | +0.9% |
| 30D | +6.1% | +15.1% | -9.0% | +2.0% |
| 3M | -0.7% | -10.5% | +9.7% | +2.2% |
| 6M | +22.1% | -19.7% | +41.8% | +29.9% |
| YTD | +9.8% | -28.8% | +38.6% | +21.3% |
| 1Y | +19.4% | -47.9% | +67.2% | +51.3% |
| 3Y | +50.4% | -12.4% | +62.7% | +45.9% |
| All | +50.4% | -12.3% | +62.7% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling