+84.8%
PRU vs ALC
+30.4%
+54.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | -0.6% |
| 7D | +3.6% | -1.1% | +4.7% | +4.1% |
| 30D | +8.9% | +16.0% | -7.2% | +1.2% |
| 3M | +0.2% | +0.8% | -0.6% | -0.4% |
| 6M | +23.7% | +16.8% | +6.9% | +13.7% |
| YTD | +13.7% | -5.5% | +19.2% | +15.2% |
| 1Y | +20.6% | -5.3% | +25.9% | +21.8% |
| 3Y | +56.3% | +4.1% | +52.3% | +44.0% |
| 5Y | +42.3% | -7.1% | +49.4% | +36.2% |
| All | +84.8% | +30.4% | +54.4% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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