+45.6%
PRU vs AGI
+390.0%
-344.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | +1.9% | +4.4% | -2.5% | +1.7% |
| 30D | -0.4% | +10.0% | -10.4% | -0.9% |
| 3M | +16.4% | +1.7% | +14.7% | +16.2% |
| 6M | +26.0% | -26.8% | +52.8% | +27.9% |
| YTD | +9.9% | -5.3% | +15.2% | +9.7% |
| 1Y | +18.8% | +11.5% | +7.3% | +17.1% |
| 3Y | +45.3% | +212.9% | -167.6% | +29.6% |
| 5Y | +45.6% | +388.8% | -343.2% | +23.3% |
| All | +45.6% | +390.0% | -344.5% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling