+139.6%
PRU vs ALM
+3,219.4%
-3,079.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.8% | -11.0% | -2.4% |
| 7D | +1.9% | +8.4% | -6.5% | +1.7% |
| 30D | -0.4% | +34.8% | -35.3% | -1.4% |
| 3M | +16.4% | +16.2% | +0.2% | +15.6% |
| 6M | +26.0% | +2.1% | +23.9% | +25.1% |
| YTD | +9.9% | +117.0% | -107.1% | +6.5% |
| 1Y | +18.8% | +313.9% | -295.1% | +12.4% |
| 3Y | +45.4% | +2,327.9% | -2,282.6% | +28.3% |
| 5Y | +45.6% | +1,040.6% | -995.1% | +30.0% |
| 10Y | +139.6% | +3,219.4% | -3,079.8% | +115.3% |
| All | +139.6% | +3,219.4% | -3,079.8% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling