+19.4%
PRU vs ALLY
-1.7%
+21.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.9% |
| 7D | +2.4% | +0.9% | +1.5% | +2.1% |
| 30D | +6.1% | +3.1% | +3.0% | +4.9% |
| 3M | -0.7% | -12.6% | +11.8% | +4.2% |
| 6M | +22.1% | -12.4% | +34.5% | +27.5% |
| YTD | +9.8% | -13.2% | +22.9% | +15.2% |
| 1Y | +19.4% | +1.8% | +17.5% | +16.6% |
| All | +19.4% | -1.7% | +21.1% | +16.6% |
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