+126.7%
AMAT vs PRU
+36.1%
+90.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +5.6% |
| 7D | -14.7% | +2.4% | -17.1% | -15.9% |
| 30D | -36.1% | +6.1% | -42.2% | -38.4% |
| 3M | -36.9% | -0.7% | -36.1% | -37.1% |
| 6M | -22.2% | +22.1% | -44.3% | -32.1% |
| YTD | +29.9% | +9.8% | +20.1% | +20.4% |
| 1Y | +43.3% | +19.4% | +23.9% | +25.8% |
| 3Y | +142.7% | +50.4% | +92.3% | +73.3% |
| All | +126.7% | +36.1% | +90.6% | +75.9% |
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