+712.1%
PRU vs AGI
+4,543.9%
-3,831.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.4% | +1.2% |
| 7D | +3.8% | +13.9% | -10.1% | +3.3% |
| 30D | +9.0% | -6.2% | +15.3% | +9.2% |
| 3M | +2.1% | -6.9% | +9.1% | +2.3% |
| 6M | +25.4% | -28.7% | +54.1% | +26.6% |
| YTD | +13.5% | -19.8% | +33.3% | +13.8% |
| 1Y | +21.3% | -4.8% | +26.1% | +21.0% |
| 3Y | +55.1% | +144.3% | -89.2% | +48.9% |
| 5Y | +43.6% | +277.2% | -233.7% | +35.1% |
| 10Y | +99.2% | +365.9% | -266.6% | +82.6% |
| All | +712.1% | +4,543.9% | -3,831.8% | +598.8% |
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