+112.0%
PRU vs ACWI
+219.0%
-107.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +2.4% | -2.4% | +4.7% | +5.7% |
| 30D | +6.1% | -5.2% | +11.3% | +13.6% |
| 3M | -0.7% | -4.8% | +4.1% | +5.6% |
| 6M | +22.1% | -1.3% | +23.4% | +22.9% |
| YTD | +9.8% | +8.4% | +1.4% | -3.0% |
| 1Y | +19.4% | +11.0% | +8.3% | +2.0% |
| 3Y | +50.4% | +70.6% | -20.2% | -29.5% |
| 5Y | +37.2% | +55.3% | -18.1% | -26.4% |
| All | +112.0% | +219.0% | -107.0% | -54.7% |
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