+74.8%
PRU vs ALHC
-59.7%
+134.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.7% |
| 7D | +3.8% | +3.8% | 0.0% | +3.6% |
| 30D | +9.0% | +1.7% | +7.4% | +8.9% |
| 3M | +2.1% | -44.3% | +46.5% | +5.0% |
| 6M | +25.4% | -57.2% | +82.6% | +30.0% |
| YTD | +13.5% | -61.2% | +74.7% | +18.1% |
| 1Y | +21.3% | -53.2% | +74.5% | +25.0% |
| 3Y | +55.1% | +27.8% | +27.3% | +47.9% |
| 5Y | +43.6% | -65.4% | +109.0% | +38.4% |
| All | +74.8% | -59.7% | +134.6% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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