+42.4%
PRU vs ALHC
-65.3%
+107.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -2.8% | -5.5% | +2.7% | -2.5% |
| 30D | +8.5% | -4.9% | +13.5% | +8.8% |
| 3M | +1.7% | -41.7% | +43.5% | +4.7% |
| 6M | +24.8% | -55.2% | +79.9% | +29.5% |
| YTD | +13.3% | -61.1% | +74.3% | +18.4% |
| 1Y | +21.4% | -53.3% | +74.7% | +25.4% |
| 3Y | +54.8% | +28.2% | +26.6% | +45.8% |
| 5Y | +42.4% | -65.8% | +108.2% | +40.6% |
| All | +42.4% | -65.3% | +107.6% | +40.6% |
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