+48.5%
PRU vs ALK
-25.3%
+73.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.4% |
| 7D | +1.9% | -0.7% | +2.5% | +2.0% |
| 30D | +2.7% | -19.2% | +22.0% | +8.9% |
| 3M | +19.5% | -1.5% | +21.0% | +18.3% |
| 6M | +26.6% | -13.1% | +39.7% | +28.7% |
| YTD | +12.3% | -16.4% | +28.8% | +14.7% |
| 1Y | +18.0% | -33.1% | +51.1% | +29.0% |
| 3Y | +47.0% | +0.6% | +46.4% | +30.8% |
| All | +48.5% | -25.3% | +73.8% | +42.7% |
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