+97.7%
PRU vs ALLE
+211.7%
-113.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.3% |
| 7D | +3.6% | +3.6% | +0.1% | +1.3% |
| 30D | +8.9% | +25.9% | -17.0% | -6.3% |
| 3M | +0.2% | +15.8% | -15.6% | -9.3% |
| 6M | +23.7% | +48.1% | -24.3% | -5.8% |
| YTD | +13.7% | +22.0% | -8.2% | -3.1% |
| 1Y | +20.6% | +18.0% | +2.6% | +5.0% |
| 3Y | +56.3% | +93.1% | -36.8% | -7.8% |
| 5Y | +42.3% | +52.1% | -9.7% | -2.7% |
| All | +97.7% | +211.7% | -113.9% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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