+16.8%
AMCR vs PRU
+135.5%
-118.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.1% |
| 7D | -6.3% | -1.9% | -4.4% | -5.6% |
| 30D | -7.1% | -2.6% | -4.5% | -6.3% |
| 3M | +12.7% | +14.7% | -2.0% | +6.7% |
| 6M | +5.2% | +25.7% | -20.5% | -3.8% |
| YTD | +8.1% | +8.3% | -0.2% | +4.3% |
| 1Y | +11.7% | +17.3% | -5.6% | +4.2% |
| 3Y | +9.9% | +43.2% | -33.3% | -6.6% |
| 5Y | -8.7% | +43.5% | -52.2% | -23.3% |
| 10Y | +16.8% | +134.6% | -117.7% | -23.2% |
| All | +16.8% | +135.5% | -118.7% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling