+225.8%
PRU vs ACWI
+330.1%
-104.4%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.5% | +2.7% |
| 7D | +4.8% | -4.0% | +8.8% | +11.7% |
| 30D | +7.9% | -5.8% | +13.7% | +18.3% |
| 3M | +3.1% | -5.0% | +8.1% | +11.4% |
| 6M | +25.2% | +0.7% | +24.5% | +21.9% |
| YTD | +12.7% | +8.4% | +4.3% | -3.1% |
| 1Y | +23.5% | +10.1% | +13.4% | +3.3% |
| 3Y | +50.6% | +70.8% | -20.2% | -39.2% |
| 5Y | +40.9% | +55.4% | -14.5% | -35.1% |
| 10Y | +125.5% | +223.3% | -97.9% | -69.0% |
| All | +225.8% | +330.1% | -104.4% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling