+1,111.0%
AMAT vs PRU
+121.2%
+989.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.3% | -10.3% | -11.7% |
| 7D | -24.3% | +4.8% | -29.1% | -26.3% |
| 30D | -39.8% | +7.9% | -47.7% | -42.5% |
| 3M | -40.2% | +3.1% | -43.3% | -41.6% |
| 6M | -22.1% | +25.2% | -47.3% | -32.6% |
| YTD | +24.7% | +12.7% | +11.9% | +14.0% |
| 1Y | +33.3% | +23.5% | +9.8% | +15.4% |
| 3Y | +133.9% | +50.6% | +83.3% | +75.6% |
| 5Y | +117.1% | +40.9% | +76.2% | +68.8% |
| All | +1,111.0% | +121.2% | +989.8% | +764.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling