+48.5%
PRU vs ACWI
+67.7%
-19.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | +1.9% | +0.5% | +1.4% | +1.4% |
| 30D | +2.7% | +0.9% | +1.9% | +1.8% |
| 3M | +19.5% | +2.4% | +17.1% | +16.2% |
| 6M | +26.6% | +12.4% | +14.3% | +11.6% |
| YTD | +12.3% | +15.2% | -2.8% | -3.6% |
| 1Y | +18.0% | +22.7% | -4.7% | -5.5% |
| 3Y | +47.0% | +75.8% | -28.8% | -19.5% |
| All | +48.5% | +67.7% | -19.1% | -13.7% |
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 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