+41.0%
PRU vs ALM
+387.9%
-346.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.3% |
| 7D | 0.0% | -4.0% | +4.0% | +0.1% |
| 30D | +7.9% | -30.5% | +38.4% | +9.3% |
| 3M | +0.9% | -46.9% | +47.8% | +3.0% |
| 6M | +22.4% | -65.5% | +87.9% | +26.5% |
| YTD | +12.7% | -13.4% | +26.1% | +11.3% |
| 1Y | +19.6% | +9.8% | +9.8% | +16.6% |
| 3Y | +54.0% | +783.1% | -729.1% | +30.9% |
| 5Y | +41.0% | +378.3% | -337.3% | +21.1% |
| All | +41.0% | +387.9% | -346.9% | +21.1% |
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 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