+132.9%
PRU vs AGI
+405.6%
-272.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.5% |
| 7D | -1.9% | +2.2% | -4.1% | -1.9% |
| 30D | -2.6% | +11.3% | -13.9% | -2.7% |
| 3M | +14.7% | +5.6% | +9.1% | +14.6% |
| 6M | +25.7% | -27.7% | +53.4% | +26.0% |
| YTD | +8.3% | -4.1% | +12.3% | +8.3% |
| 1Y | +17.3% | +13.8% | +3.5% | +17.2% |
| 3Y | +43.2% | +217.0% | -173.9% | +41.7% |
| 5Y | +43.5% | +404.3% | -360.8% | +42.1% |
| All | +132.9% | +405.6% | -272.7% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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