+95.9%
PRU vs AGI
+391.9%
-296.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -0.5% |
| 7D | 0.0% | -7.5% | +7.5% | +0.1% |
| 30D | +7.9% | -9.9% | +17.8% | +8.0% |
| 3M | +0.9% | -14.2% | +15.0% | +1.0% |
| 6M | +22.4% | -35.2% | +57.6% | +22.9% |
| YTD | +12.7% | -25.2% | +37.9% | +13.0% |
| 1Y | +19.6% | -14.3% | +33.9% | +19.8% |
| 3Y | +54.0% | +127.7% | -73.7% | +52.5% |
| 5Y | +41.0% | +243.4% | -202.4% | +39.0% |
| All | +95.9% | +391.9% | -296.0% | +105.1% |
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