+138.6%
PRU vs ALLE
+331.3%
-192.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -1.5% |
| 7D | +4.8% | 0.0% | +4.7% | +4.8% |
| 30D | +7.9% | +20.6% | -12.7% | -4.6% |
| 3M | +3.1% | +11.4% | -8.3% | -4.3% |
| 6M | +25.2% | +42.5% | -17.3% | -2.0% |
| YTD | +12.7% | +18.9% | -6.1% | -2.2% |
| 1Y | +23.5% | +14.2% | +9.3% | +9.9% |
| 3Y | +50.6% | +90.7% | -40.1% | -9.0% |
| 5Y | +40.9% | +52.5% | -11.6% | -3.5% |
| 10Y | +125.5% | +231.2% | -105.8% | -5.2% |
| All | +138.6% | +331.3% | -192.8% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling