+148.9%
PRU vs ALLY
+101.5%
+47.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -1.9% | -2.6% |
| 7D | +4.8% | -1.1% | +5.9% | +5.4% |
| 30D | +7.9% | +4.2% | +3.7% | +5.5% |
| 3M | +3.1% | -12.4% | +15.5% | +10.6% |
| 6M | +25.2% | -8.7% | +33.9% | +30.6% |
| YTD | +12.7% | -11.6% | +24.4% | +18.9% |
| 1Y | +23.5% | +0.2% | +23.3% | +21.3% |
| 3Y | +50.6% | +57.1% | -6.5% | +9.5% |
| 5Y | +40.9% | -6.8% | +47.7% | +29.8% |
| 10Y | +125.5% | +200.4% | -74.9% | -0.9% |
| All | +148.9% | +101.5% | +47.4% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling