+57.8%
AMD vs PRU
+22.3%
+35.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.3% | -14.0% | -16.8% |
| 7D | -28.6% | +4.8% | -33.4% | -28.4% |
| 30D | -37.7% | +7.9% | -45.6% | -37.8% |
| 3M | -16.1% | +3.1% | -19.2% | -15.7% |
| 6M | +13.8% | +25.2% | -11.4% | +7.9% |
| YTD | +88.8% | +12.7% | +76.1% | +80.0% |
| 1Y | +57.8% | +23.5% | +34.3% | +47.0% |
| All | +57.8% | +22.3% | +35.4% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling