+40.9%
PRU vs ACWI
+55.1%
-14.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.5% | +0.5% |
| 7D | +4.8% | -4.0% | +8.8% | +9.1% |
| 30D | +7.9% | -5.8% | +13.7% | +14.3% |
| 3M | +3.1% | -5.0% | +8.1% | +8.3% |
| 6M | +25.2% | +0.7% | +24.5% | +23.4% |
| YTD | +12.7% | +8.4% | +4.3% | +2.7% |
| 1Y | +23.5% | +10.1% | +13.4% | +10.5% |
| 3Y | +50.6% | +70.8% | -20.2% | -15.2% |
| 5Y | +40.9% | +55.4% | -14.5% | -12.0% |
| All | +40.9% | +55.1% | -14.2% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling