+19.4%
PRU vs ALM
+31.8%
-12.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.8% | -2.7% |
| 7D | +2.4% | -6.7% | +9.1% | +2.5% |
| 30D | +6.1% | -32.9% | +39.0% | +6.7% |
| 3M | -0.7% | -39.5% | +38.8% | -0.3% |
| 6M | +22.1% | -62.0% | +84.1% | +23.5% |
| YTD | +9.8% | -7.8% | +17.6% | +11.4% |
| 1Y | +19.4% | +26.7% | -7.3% | +21.2% |
| All | +19.4% | +31.8% | -12.5% | +21.2% |
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