+106.1%
PRU vs ALK
-37.5%
+143.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.1% | -4.7% | -0.6% |
| 7D | +3.2% | +8.9% | -5.7% | -0.5% |
| 30D | +7.9% | +5.9% | +2.0% | +4.9% |
| 3M | +1.8% | -16.5% | +18.3% | +8.7% |
| 6M | +24.1% | +2.1% | +22.0% | +19.0% |
| YTD | +12.4% | -17.1% | +29.5% | +14.7% |
| 1Y | +20.9% | -2.9% | +23.8% | +14.3% |
| 3Y | +55.5% | +24.5% | +31.0% | +17.2% |
| 5Y | +42.7% | -29.1% | +71.8% | +38.3% |
| 10Y | +106.1% | -39.1% | +145.3% | +76.3% |
| All | +106.1% | -37.5% | +143.6% | +76.3% |
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