+196.6%
AMD vs PRU
+38.4%
+158.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.3% | -14.0% | -15.2% |
| 7D | -28.6% | +4.8% | -33.4% | -30.5% |
| 30D | -37.7% | +7.9% | -45.6% | -40.7% |
| 3M | -16.1% | +3.1% | -19.2% | -18.1% |
| 6M | +13.8% | +25.2% | -11.4% | -3.4% |
| YTD | +88.8% | +12.7% | +76.1% | +71.3% |
| 1Y | +57.8% | +23.5% | +34.3% | +33.7% |
| 3Y | +260.3% | +50.6% | +209.7% | +151.7% |
| 5Y | +196.6% | +40.9% | +155.7% | +124.1% |
| All | +196.6% | +38.4% | +158.2% | +124.1% |
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 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