+48.5%
PRU vs ALHC
-33.5%
+82.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | +1.9% | -0.6% | +2.4% | +1.9% |
| 30D | +2.7% | -1.0% | +3.7% | +2.7% |
| 3M | +19.5% | -10.2% | +29.6% | +19.5% |
| 6M | +26.6% | -28.3% | +54.9% | +28.0% |
| YTD | +12.3% | -31.4% | +43.8% | +13.8% |
| 1Y | +18.0% | -16.9% | +35.0% | +18.2% |
| 3Y | +47.0% | +135.5% | -88.5% | +34.6% |
| All | +48.5% | -33.5% | +82.0% | +37.7% |
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