+37.0%
PRU vs ALK
-34.8%
+71.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | +2.4% | +9.0% | -6.6% | -0.2% |
| 30D | +6.1% | -1.6% | +7.8% | +6.4% |
| 3M | -0.7% | -23.2% | +22.5% | +6.5% |
| 6M | +22.1% | -3.9% | +25.9% | +20.7% |
| YTD | +9.8% | -22.6% | +32.4% | +14.2% |
| 1Y | +19.4% | -5.3% | +24.7% | +15.5% |
| 3Y | +50.4% | +18.6% | +31.8% | +21.6% |
| All | +37.0% | -34.8% | +71.7% | +39.8% |
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