+42.7%
PRU vs ALK
-29.1%
+71.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.1% | -4.7% | +0.3% |
| 7D | +3.2% | +8.9% | -5.7% | +0.6% |
| 30D | +7.9% | +5.9% | +2.0% | +5.8% |
| 3M | +1.8% | -16.5% | +18.3% | +6.5% |
| 6M | +24.1% | +2.1% | +22.0% | +20.6% |
| YTD | +12.4% | -17.1% | +29.5% | +14.5% |
| 1Y | +20.9% | -2.9% | +23.8% | +16.4% |
| 3Y | +55.5% | +24.5% | +31.0% | +24.4% |
| 5Y | +42.7% | -29.1% | +71.8% | +42.4% |
| All | +42.7% | -29.1% | +71.8% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling