+112.0%
PRU vs ARMK
+123.7%
-11.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.1% | -4.5% |
| 7D | +2.4% | -2.6% | +5.0% | +3.3% |
| 30D | +6.1% | -5.2% | +11.3% | +8.0% |
| 3M | -0.7% | -6.5% | +5.8% | +1.3% |
| 6M | +22.1% | +15.3% | +6.8% | +13.2% |
| YTD | +9.8% | +43.6% | -33.8% | -8.1% |
| 1Y | +19.4% | +42.1% | -22.7% | +0.4% |
| 3Y | +50.4% | +94.0% | -43.6% | +7.6% |
| 5Y | +37.2% | +96.3% | -59.1% | -4.5% |
| All | +112.0% | +123.7% | -11.7% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling