+112.0%
PRU vs ALK
-41.7%
+153.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.9% |
| 7D | +2.4% | +9.0% | -6.6% | -1.3% |
| 30D | +6.1% | -1.6% | +7.8% | +6.5% |
| 3M | -0.7% | -23.2% | +22.5% | +9.8% |
| 6M | +22.1% | -3.9% | +25.9% | +20.1% |
| YTD | +9.8% | -22.6% | +32.4% | +15.4% |
| 1Y | +19.4% | -5.3% | +24.7% | +13.8% |
| 3Y | +50.4% | +18.6% | +31.8% | +15.4% |
| 5Y | +37.2% | -34.4% | +71.6% | +37.5% |
| All | +112.0% | -41.7% | +153.8% | +88.5% |
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