+37.0%
PRU vs ALLY
-9.5%
+46.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.8% |
| 3M | -0.7% | -12.6% | +11.8% | +4.9% |
| 6M | +22.1% | -12.4% | +34.5% | +28.5% |
| YTD | +9.8% | -13.2% | +22.9% | +15.4% |
| 1Y | +19.4% | +1.8% | +17.5% | +17.2% |
| 3Y | +50.4% | +58.0% | -7.6% | +18.8% |
| All | +37.0% | -9.5% | +46.5% | +38.2% |
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