+21.4%
PRU vs ALC
-4.7%
+26.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | +0.5% |
| 7D | -2.8% | -6.3% | +3.4% | -0.9% |
| 30D | +8.5% | +12.6% | -4.1% | +5.3% |
| 3M | +1.7% | -3.8% | +5.6% | +2.7% |
| 6M | +24.8% | +16.8% | +7.9% | +19.3% |
| YTD | +13.3% | -7.6% | +20.9% | +15.0% |
| 1Y | +21.4% | -5.9% | +27.3% | +21.9% |
| All | +21.4% | -4.7% | +26.0% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling