+42.7%
PRU vs ALLY
-6.7%
+49.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.0% |
| 7D | +3.2% | -0.2% | +3.4% | +3.3% |
| 30D | +7.9% | +3.4% | +4.5% | +6.4% |
| 3M | +1.8% | -11.1% | +12.9% | +6.9% |
| 6M | +24.1% | -11.5% | +35.6% | +30.1% |
| YTD | +12.4% | -12.3% | +24.7% | +17.7% |
| 1Y | +20.9% | +1.1% | +19.8% | +19.1% |
| 3Y | +55.5% | +64.8% | -9.3% | +20.7% |
| 5Y | +42.7% | -6.9% | +49.5% | +42.9% |
| All | +42.7% | -6.7% | +49.4% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling