+247.2%
AMAT vs PRU
+48.6%
+198.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.9% |
| 7D | -1.5% | +1.9% | -3.4% | -2.6% |
| 30D | -14.8% | +2.7% | -17.5% | -16.2% |
| 3M | -9.3% | +19.5% | -28.7% | -19.1% |
| 6M | +27.4% | +26.6% | +0.7% | +9.2% |
| YTD | +77.6% | +12.3% | +65.2% | +63.4% |
| 1Y | +188.9% | +18.0% | +170.9% | +156.5% |
| 3Y | +202.3% | +47.0% | +155.3% | +122.0% |
| All | +247.2% | +48.6% | +198.7% | +156.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling