+146.8%
PRU vs ACM
+252.7%
-106.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.6% |
| 7D | +3.8% | +6.6% | -2.8% | -0.5% |
| 30D | +9.0% | +19.8% | -10.7% | -3.2% |
| 3M | +2.1% | -3.1% | +5.3% | +2.5% |
| 6M | +25.4% | -11.5% | +36.9% | +31.1% |
| YTD | +13.5% | -24.7% | +38.2% | +29.9% |
| 1Y | +21.3% | -45.1% | +66.4% | +70.1% |
| 3Y | +55.1% | -8.9% | +64.0% | +49.8% |
| 5Y | +43.6% | +5.4% | +38.2% | +22.6% |
| 10Y | +99.2% | +131.1% | -31.8% | -8.3% |
| All | +146.8% | +252.7% | -106.0% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling