+331.1%
AMD vs PRU
+47.2%
+283.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.2% |
| 7D | +2.6% | +1.9% | +0.7% | +1.5% |
| 30D | -0.9% | +2.7% | -3.6% | -2.4% |
| 3M | -8.7% | +19.5% | -28.2% | -17.8% |
| 6M | +136.3% | +26.6% | +109.7% | +104.7% |
| YTD | +123.0% | +12.3% | +110.7% | +107.3% |
| 1Y | +195.2% | +18.0% | +177.1% | +165.5% |
| All | +331.1% | +47.2% | +283.9% | +227.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling