+224.6%
PRU vs ACWI
+356.8%
-132.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | +1.9% | +0.5% | +1.4% | +1.1% |
| 30D | +2.7% | +0.9% | +1.9% | +1.3% |
| 3M | +19.5% | +2.4% | +17.1% | +13.9% |
| 6M | +26.6% | +12.4% | +14.3% | +3.4% |
| YTD | +12.3% | +15.2% | -2.8% | -11.9% |
| 1Y | +18.0% | +22.7% | -4.7% | -16.8% |
| 3Y | +47.0% | +75.8% | -28.8% | -43.1% |
| 5Y | +48.4% | +67.7% | -19.3% | -39.3% |
| 10Y | +142.4% | +229.0% | -86.6% | -67.4% |
| All | +224.6% | +356.8% | -132.2% | -77.3% |
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