+106.1%
PRU vs ALM
+2,221.4%
-2,115.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.1% | -5.7% | +2.1% |
| 7D | +3.2% | +0.7% | +2.4% | +3.1% |
| 30D | +7.9% | -26.1% | +34.0% | +8.8% |
| 3M | +1.8% | -38.1% | +39.9% | +2.9% |
| 6M | +24.1% | -55.4% | +79.5% | +26.3% |
| YTD | +12.4% | -0.4% | +12.8% | +11.1% |
| 1Y | +20.9% | +25.4% | -4.4% | +18.6% |
| 3Y | +55.5% | +907.8% | -852.3% | +41.0% |
| 5Y | +42.7% | +440.2% | -397.5% | +30.0% |
| 10Y | +106.1% | +2,031.1% | -1,925.0% | +90.8% |
| All | +106.1% | +2,221.4% | -2,115.3% | +90.8% |
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