+706.3%
PRU vs AGI
+4,227.8%
-3,521.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -0.4% |
| 7D | 0.0% | -7.5% | +7.5% | +0.2% |
| 30D | +7.9% | -9.9% | +17.8% | +8.3% |
| 3M | +0.9% | -14.2% | +15.0% | +1.3% |
| 6M | +22.4% | -35.2% | +57.6% | +23.9% |
| YTD | +12.7% | -25.2% | +37.9% | +13.3% |
| 1Y | +19.6% | -14.3% | +33.9% | +19.6% |
| 3Y | +54.0% | +127.7% | -73.7% | +48.2% |
| 5Y | +41.0% | +243.4% | -202.4% | +33.1% |
| 10Y | +97.4% | +384.1% | -286.7% | +80.5% |
| All | +706.3% | +4,227.8% | -3,521.5% | +595.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling