+99.2%
PRU vs ALLY
+182.8%
-83.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.3% | +2.2% |
| 7D | +3.8% | -0.7% | +4.4% | +4.2% |
| 30D | +9.0% | +1.1% | +7.9% | +8.4% |
| 3M | +2.1% | -13.2% | +15.3% | +10.1% |
| 6M | +25.4% | -13.5% | +38.9% | +34.7% |
| YTD | +13.5% | -14.3% | +27.8% | +21.7% |
| 1Y | +21.3% | -1.1% | +22.5% | +20.1% |
| 3Y | +55.1% | +62.0% | -6.9% | +10.1% |
| 5Y | +43.6% | -9.6% | +53.2% | +34.9% |
| 10Y | +99.2% | +176.0% | -76.7% | -4.5% |
| All | +99.2% | +182.8% | -83.6% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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