+261.9%
AMD vs PRU
+50.4%
+211.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.3% | -14.0% | -15.7% |
| 7D | -28.6% | +4.8% | -33.4% | -29.9% |
| 30D | -37.7% | +7.9% | -45.6% | -39.9% |
| 3M | -16.1% | +3.1% | -19.2% | -17.5% |
| 6M | +13.8% | +25.2% | -11.4% | -0.2% |
| YTD | +88.8% | +12.7% | +76.1% | +75.4% |
| 1Y | +57.8% | +23.5% | +34.3% | +38.2% |
| All | +261.9% | +50.4% | +211.5% | +160.8% |
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