+41.8%
PRU vs ACM
+4.1%
+37.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -2.8% | +3.0% | -5.8% | -4.0% |
| 30D | +8.5% | +19.7% | -11.2% | +0.8% |
| 3M | +1.7% | +5.3% | -3.6% | -1.0% |
| 6M | +24.8% | -10.8% | +35.5% | +29.0% |
| YTD | +13.3% | -25.1% | +38.4% | +26.1% |
| 1Y | +21.4% | -45.8% | +67.2% | +60.1% |
| 3Y | +54.8% | -9.4% | +64.2% | +46.5% |
| All | +41.8% | +4.1% | +37.7% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling