+54.4%
PRU vs ALLY
+57.0%
-2.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -1.9% | -2.7% |
| 7D | +4.8% | -1.1% | +5.9% | +5.3% |
| 30D | +7.9% | +4.2% | +3.7% | +6.1% |
| 3M | +3.1% | -12.4% | +15.5% | +8.6% |
| 6M | +25.2% | -8.7% | +33.9% | +29.2% |
| YTD | +12.7% | -11.6% | +24.4% | +17.5% |
| 1Y | +23.5% | +0.2% | +23.3% | +22.0% |
| All | +54.4% | +57.0% | -2.6% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling