+21.3%
PRU vs ALM
+12.3%
+9.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.2% | +8.3% | +1.1% |
| 7D | +3.8% | -6.3% | +10.1% | +3.9% |
| 30D | +9.0% | -31.4% | +40.5% | +9.5% |
| 3M | +2.1% | -40.6% | +42.7% | +2.6% |
| 6M | +25.4% | -58.6% | +84.0% | +26.5% |
| YTD | +13.5% | -7.6% | +21.1% | +15.6% |
| 1Y | +21.3% | +13.8% | +7.5% | +24.3% |
| All | +21.3% | +12.3% | +9.1% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling