+145.2%
PRU vs ALLE
+144.1%
+1.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.6% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | +2.7% | -6.8% | +9.5% | +7.3% |
| 3M | +19.5% | +21.0% | -1.6% | +4.1% |
| 6M | +26.6% | +1.1% | +25.5% | +23.4% |
| YTD | +12.3% | -0.5% | +12.9% | +9.6% |
| 1Y | +18.0% | -7.3% | +25.3% | +20.3% |
| 3Y | +47.0% | +42.3% | +4.8% | +7.2% |
| 5Y | +48.4% | +13.5% | +35.0% | +24.8% |
| All | +145.2% | +144.1% | +1.1% | +26.3% |
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