+1,162.1%
AMAT vs PRU
+115.4%
+1,046.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +5.7% |
| 7D | -14.7% | +2.4% | -17.1% | -16.0% |
| 30D | -36.1% | +6.1% | -42.2% | -38.5% |
| 3M | -36.9% | -0.7% | -36.1% | -37.1% |
| 6M | -22.2% | +22.1% | -44.3% | -31.8% |
| YTD | +29.9% | +9.8% | +20.1% | +20.4% |
| 1Y | +43.3% | +19.4% | +23.9% | +26.3% |
| 3Y | +142.7% | +50.4% | +92.3% | +82.0% |
| 5Y | +126.2% | +37.2% | +89.1% | +78.4% |
| All | +1,162.1% | +115.4% | +1,046.7% | +813.7% |
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