+32.7%
PRU vs AS
+134.9%
-102.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | +2.4% | +6.9% | -4.5% | +1.4% |
| 30D | +6.1% | +16.0% | -9.9% | +3.9% |
| 3M | -0.7% | -12.8% | +12.1% | +1.1% |
| 6M | +22.1% | -15.4% | +37.4% | +24.5% |
| YTD | +9.8% | -15.7% | +25.5% | +11.6% |
| 1Y | +19.4% | +6.1% | +13.3% | +17.1% |
| All | +32.7% | +134.9% | -102.2% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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