+196.5%
PRU vs ALM
+3,516.3%
-3,319.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.2% | +8.3% | +1.0% |
| 7D | +3.8% | -6.3% | +10.1% | +3.8% |
| 30D | +9.0% | -31.4% | +40.5% | +9.1% |
| 3M | +2.1% | -40.6% | +42.7% | +2.2% |
| 6M | +25.4% | -58.6% | +84.0% | +25.6% |
| YTD | +13.5% | -7.6% | +21.1% | +13.5% |
| 1Y | +21.3% | +13.8% | +7.5% | +21.2% |
| 3Y | +55.1% | +842.1% | -787.0% | +54.3% |
| 5Y | +43.6% | +407.4% | -363.8% | +42.9% |
| 10Y | +99.2% | +2,079.4% | -1,980.1% | +98.2% |
| All | +196.5% | +3,516.3% | -3,319.8% | +196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling