+188.9%
AMAT vs PRU
+19.0%
+169.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.4% |
| 7D | -1.5% | +1.9% | -3.4% | -1.7% |
| 30D | -14.8% | +2.7% | -17.5% | -15.0% |
| 3M | -9.3% | +19.5% | -28.7% | -12.7% |
| 6M | +27.4% | +26.6% | +0.7% | +19.8% |
| YTD | +77.6% | +12.3% | +65.2% | +70.0% |
| 1Y | +188.9% | +18.0% | +170.9% | +179.6% |
| All | +188.9% | +19.0% | +169.9% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling