+54.4%
PRU vs ALK
+15.2%
+39.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | 0.0% | -2.6% |
| 7D | +4.8% | +7.1% | -2.3% | +3.2% |
| 30D | +7.9% | -3.0% | +10.8% | +8.3% |
| 3M | +3.1% | -25.6% | +28.7% | +9.2% |
| 6M | +25.2% | +0.5% | +24.7% | +22.8% |
| YTD | +12.7% | -23.1% | +35.8% | +16.3% |
| 1Y | +23.5% | -7.5% | +31.0% | +21.2% |
| All | +54.4% | +15.2% | +39.2% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling