+55.1%
PRU vs ALC
+3.6%
+51.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.5% | +1.5% |
| 7D | +3.8% | +2.3% | +1.4% | +3.1% |
| 30D | +9.0% | +15.5% | -6.5% | +4.3% |
| 3M | +2.1% | +0.6% | +1.6% | +1.8% |
| 6M | +25.4% | +18.4% | +7.0% | +18.5% |
| YTD | +13.5% | -5.6% | +19.1% | +14.8% |
| 1Y | +21.3% | 0.0% | +21.3% | +20.2% |
| 3Y | +55.1% | +2.8% | +52.3% | +54.3% |
| All | +55.1% | +3.6% | +51.5% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling