+337.5%
AMD vs PRU
+48.6%
+289.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.3% |
| 7D | +2.6% | +1.9% | +0.7% | +1.2% |
| 30D | -0.9% | +2.7% | -3.6% | -2.8% |
| 3M | -8.7% | +19.5% | -28.2% | -19.6% |
| 6M | +136.3% | +26.6% | +109.7% | +98.8% |
| YTD | +123.0% | +12.3% | +110.7% | +103.6% |
| 1Y | +195.2% | +18.0% | +177.1% | +158.9% |
| 3Y | +336.3% | +47.0% | +289.3% | +213.8% |
| All | +337.5% | +48.6% | +289.0% | +222.2% |
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