+148.0%
PRU vs ALLY
+124.8%
+23.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +1.9% | +3.7% | -1.8% | -0.1% |
| 30D | +2.7% | -2.3% | +5.0% | +3.9% |
| 3M | +19.5% | +3.8% | +15.6% | +16.6% |
| 6M | +26.6% | +9.7% | +16.9% | +19.3% |
| YTD | +12.3% | -1.4% | +13.8% | +11.7% |
| 1Y | +18.0% | +8.2% | +9.8% | +10.9% |
| 3Y | +47.0% | +66.5% | -19.5% | +3.3% |
| 5Y | +48.4% | +1.2% | +47.2% | +30.5% |
| 10Y | +142.4% | +191.4% | -49.0% | +7.6% |
| All | +148.0% | +124.8% | +23.2% | +19.5% |
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