+48.5%
PRU vs ALM
+951.0%
-902.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.9% |
| 7D | +1.9% | -2.6% | +4.5% | +2.0% |
| 30D | +2.7% | +32.0% | -29.3% | +1.5% |
| 3M | +19.5% | -15.0% | +34.5% | +19.7% |
| 6M | +26.6% | -10.1% | +36.8% | +26.1% |
| YTD | +12.3% | +99.4% | -87.1% | +7.7% |
| 1Y | +18.0% | +316.4% | -298.3% | +8.7% |
| 3Y | +47.0% | +2,022.0% | -1,975.0% | +20.1% |
| All | +48.5% | +951.0% | -902.5% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling