+203.0%
AMAT vs PRU
+47.2%
+155.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.7% |
| 7D | -1.5% | +1.9% | -3.4% | -2.3% |
| 30D | -14.8% | +2.7% | -17.5% | -15.8% |
| 3M | -9.3% | +19.5% | -28.7% | -16.7% |
| 6M | +27.4% | +26.6% | +0.7% | +13.4% |
| YTD | +77.6% | +12.3% | +65.2% | +66.9% |
| 1Y | +188.9% | +18.0% | +170.9% | +164.5% |
| All | +203.0% | +47.2% | +155.9% | +148.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling