+97.7%
PRU vs ALK
-45.9%
+143.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.5% |
| 7D | +3.6% | -1.2% | +4.8% | +4.0% |
| 30D | +8.9% | +7.7% | +1.2% | +5.2% |
| 3M | +0.2% | -19.0% | +19.2% | +8.3% |
| 6M | +23.7% | -0.2% | +23.9% | +19.6% |
| YTD | +13.7% | -23.5% | +37.2% | +19.9% |
| 1Y | +20.6% | -9.1% | +29.7% | +17.1% |
| 3Y | +56.3% | +12.0% | +44.3% | +23.3% |
| 5Y | +42.3% | -30.9% | +73.2% | +38.5% |
| All | +97.7% | -45.9% | +143.7% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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