+151.8%
PRU vs JAAA
+30.2%
+121.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.3% |
| 7D | -2.8% | +0.1% | -2.9% | -3.1% |
| 30D | +8.5% | +0.4% | +8.1% | +7.5% |
| 3M | +1.7% | +1.2% | +0.6% | -1.1% |
| 6M | +24.8% | +2.3% | +22.4% | +18.0% |
| YTD | +13.3% | +4.0% | +9.3% | +3.4% |
| 1Y | +21.4% | +4.8% | +16.6% | +8.9% |
| 3Y | +54.8% | +18.5% | +36.3% | +17.8% |
| 5Y | +42.4% | +27.5% | +14.9% | -0.7% |
| All | +151.8% | +30.2% | +121.5% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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