-5.5%
AMCR vs PRU
+36.1%
-41.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.0% |
| 7D | -5.3% | +2.4% | -7.7% | -6.2% |
| 30D | +8.7% | +6.1% | +2.6% | +6.0% |
| 3M | -3.3% | -0.7% | -2.6% | -3.1% |
| 6M | +15.1% | +22.1% | -7.0% | +5.3% |
| YTD | +12.4% | +9.8% | +2.6% | +7.3% |
| 1Y | +15.8% | +19.4% | -3.5% | +6.4% |
| 3Y | +16.7% | +50.4% | -33.6% | -7.6% |
| All | -5.5% | +36.1% | -41.7% | -22.7% |
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 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