+2,967.0%
AMAT vs PRU
+806.6%
+2,160.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.9% |
| 6M | +27.4% | +26.6% | +0.7% | +15.2% |
| YTD | +77.6% | +12.3% | +65.2% | +68.1% |
| 1Y | +188.9% | +18.0% | +170.9% | +167.5% |
| 3Y | +202.3% | +47.0% | +155.3% | +154.6% |
| 5Y | +248.9% | +48.4% | +200.5% | +193.6% |
| 10Y | +1,585.2% | +142.4% | +1,442.8% | +1,044.1% |
| All | +2,967.0% | +806.6% | +2,160.4% | +583.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling