+69.1%
PRU vs ALHC
-61.5%
+130.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.5% |
| 7D | +2.4% | +1.0% | +1.4% | +2.3% |
| 30D | +6.1% | -14.2% | +20.3% | +6.9% |
| 3M | -0.7% | -45.1% | +44.4% | +2.1% |
| 6M | +22.1% | -59.5% | +81.6% | +27.0% |
| YTD | +9.8% | -62.8% | +72.6% | +14.5% |
| 1Y | +19.4% | -55.5% | +74.8% | +23.3% |
| 3Y | +50.4% | +25.7% | +24.7% | +43.5% |
| 5Y | +37.2% | -66.8% | +103.9% | +32.7% |
| All | +69.1% | -61.5% | +130.5% | +61.2% |
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