+138.0%
PRU vs ARMK
+299.4%
-161.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -1.6% |
| 7D | +4.8% | -10.2% | +15.0% | +9.5% |
| 30D | +7.9% | -9.3% | +17.1% | +12.0% |
| 3M | +3.1% | -11.4% | +14.5% | +7.8% |
| 6M | +25.2% | +11.6% | +13.6% | +17.8% |
| YTD | +12.7% | +37.5% | -24.7% | -3.8% |
| 1Y | +23.5% | +34.9% | -11.4% | +6.2% |
| 3Y | +50.6% | +83.4% | -32.8% | +10.4% |
| 5Y | +40.9% | +87.9% | -47.0% | -0.1% |
| 10Y | +125.5% | +117.0% | +8.4% | +53.6% |
| All | +138.0% | +299.4% | -161.4% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling