+132.8%
AMAT vs PRU
+50.4%
+82.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.3% | -10.3% | -12.4% |
| 7D | -24.3% | +4.8% | -29.1% | -25.5% |
| 30D | -39.8% | +7.9% | -47.7% | -41.5% |
| 3M | -40.2% | +3.1% | -43.3% | -41.0% |
| 6M | -22.1% | +25.2% | -47.3% | -30.2% |
| YTD | +24.7% | +12.7% | +11.9% | +17.0% |
| 1Y | +33.3% | +23.5% | +9.8% | +19.4% |
| All | +132.8% | +50.4% | +82.5% | +86.2% |
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