+98.4%
PRU vs ALLY
+182.4%
-83.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.1% |
| 7D | -2.8% | -2.8% | -0.1% | -1.4% |
| 30D | +8.5% | +1.9% | +6.6% | +7.4% |
| 3M | +1.7% | -12.1% | +13.9% | +9.0% |
| 6M | +24.8% | -9.0% | +33.8% | +30.5% |
| YTD | +13.3% | -12.9% | +26.2% | +20.4% |
| 1Y | +21.4% | -0.1% | +21.5% | +19.4% |
| 3Y | +54.8% | +64.6% | -9.8% | +8.9% |
| 5Y | +42.4% | -10.1% | +52.4% | +34.4% |
| 10Y | +98.4% | +176.7% | -78.2% | -5.9% |
| All | +98.4% | +182.4% | -83.9% | -5.9% |
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