+35.8%
PRU vs AS
+120.4%
-84.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.5% | -1.5% |
| 7D | +1.9% | -4.9% | +6.8% | +2.6% |
| 30D | +2.7% | -19.6% | +22.3% | +5.9% |
| 3M | +19.5% | -14.4% | +33.8% | +21.8% |
| 6M | +26.6% | -20.1% | +46.8% | +30.0% |
| YTD | +12.3% | -20.9% | +33.3% | +15.4% |
| 1Y | +18.0% | -21.9% | +39.9% | +21.2% |
| All | +35.8% | +120.4% | -84.6% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling