+55.7%
PRU vs ALM
+901.8%
-846.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.2% |
| 7D | -2.8% | -7.2% | +4.3% | -2.6% |
| 30D | +8.5% | -26.4% | +34.9% | +9.5% |
| 3M | +1.7% | -38.6% | +40.4% | +3.0% |
| 6M | +24.8% | -61.0% | +85.8% | +27.9% |
| YTD | +13.3% | -7.4% | +20.7% | +11.7% |
| 1Y | +21.4% | +14.0% | +7.4% | +18.4% |
| All | +55.7% | +901.8% | -846.2% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling