+100.2%
AMCR vs PRU
+346.5%
-246.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -1.9% | +1.9% | -3.7% | -2.4% |
| 30D | -4.1% | +2.7% | -6.8% | -4.9% |
| 3M | +21.7% | +19.5% | +2.2% | +15.5% |
| 6M | +1.5% | +26.6% | -25.2% | -5.3% |
| YTD | +13.1% | +12.3% | +0.8% | +9.0% |
| 1Y | +13.0% | +18.0% | -5.1% | +7.1% |
| 3Y | +6.9% | +47.0% | -40.1% | -5.6% |
| 5Y | -10.5% | +48.4% | -58.9% | -21.7% |
| 10Y | +20.9% | +142.4% | -121.6% | -10.5% |
| All | +100.2% | +346.5% | -246.2% | +49.1% |
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