+95.9%
PRU vs ALLY
+172.1%
-76.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | 0.0% | -2.1% | +2.1% | +1.1% |
| 30D | +7.9% | +2.0% | +5.9% | +6.8% |
| 3M | +0.9% | -13.3% | +14.2% | +8.9% |
| 6M | +22.4% | -9.9% | +32.2% | +28.6% |
| YTD | +12.7% | -13.5% | +26.2% | +20.2% |
| 1Y | +19.6% | -2.8% | +22.4% | +19.4% |
| 3Y | +54.0% | +63.4% | -9.4% | +8.7% |
| 5Y | +41.0% | -10.9% | +51.9% | +33.8% |
| All | +95.9% | +172.1% | -76.1% | -5.8% |
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