+142.7%
AMAT vs PRU
+46.4%
+96.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +5.1% |
| 7D | -14.7% | +2.4% | -17.1% | -15.4% |
| 30D | -36.1% | +6.1% | -42.2% | -37.6% |
| 3M | -36.9% | -0.7% | -36.1% | -36.9% |
| 6M | -22.2% | +22.1% | -44.3% | -29.7% |
| YTD | +29.9% | +9.8% | +20.1% | +23.0% |
| 1Y | +43.3% | +19.4% | +23.9% | +30.0% |
| 3Y | +142.7% | +50.4% | +92.3% | +95.8% |
| All | +142.7% | +46.4% | +96.2% | +95.8% |
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