+22.1%
PRU vs ALHC
-60.0%
+82.0%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.5% |
| 7D | +2.4% | +1.0% | +1.4% | +2.4% |
| 30D | +6.1% | -14.2% | +20.3% | +6.8% |
| 3M | -0.7% | -45.1% | +44.4% | +1.1% |
| 6M | +22.1% | -59.5% | +81.6% | +26.4% |
| All | +22.1% | -60.0% | +82.0% | +26.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling