+98.4%
PRU vs ACWI
+227.3%
-128.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -1.7% |
| 7D | -2.8% | -0.7% | -2.2% | -2.1% |
| 30D | +8.5% | -2.0% | +10.5% | +11.2% |
| 3M | +1.7% | -2.2% | +3.9% | +4.4% |
| 6M | +24.8% | +1.9% | +22.9% | +20.5% |
| YTD | +13.3% | +12.0% | +1.3% | -4.1% |
| 1Y | +21.4% | +12.5% | +8.8% | +2.0% |
| 3Y | +54.8% | +75.4% | -20.6% | -30.1% |
| 5Y | +42.4% | +61.5% | -19.1% | -27.6% |
| 10Y | +98.4% | +227.1% | -128.7% | -60.8% |
| All | +98.4% | +227.3% | -128.9% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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