+37.0%
PRU vs ALHC
-64.2%
+101.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.4% |
| 7D | +2.4% | +1.0% | +1.4% | +2.3% |
| 30D | +6.1% | -14.2% | +20.3% | +7.0% |
| 3M | -0.7% | -45.1% | +44.4% | +2.4% |
| 6M | +22.1% | -59.5% | +81.6% | +27.5% |
| YTD | +9.8% | -62.8% | +72.6% | +15.0% |
| 1Y | +19.4% | -55.5% | +74.8% | +23.7% |
| 3Y | +50.4% | +25.7% | +24.7% | +42.0% |
| All | +37.0% | -64.2% | +101.2% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling