+21.4%
PRU vs ALLY
+0.1%
+21.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.9% |
| 7D | -2.8% | -2.8% | -0.1% | -1.7% |
| 30D | +8.5% | +1.9% | +6.6% | +7.7% |
| 3M | +1.7% | -12.1% | +13.9% | +6.6% |
| 6M | +24.8% | -9.0% | +33.8% | +28.5% |
| YTD | +13.3% | -12.9% | +26.2% | +18.7% |
| 1Y | +21.4% | -0.1% | +21.5% | +19.4% |
| All | +21.4% | +0.1% | +21.3% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling