+2,920.9%
AMD vs PRU
+840.8%
+2,080.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.6% | -5.6% | -1.8% |
| 7D | -15.5% | +9.8% | -25.3% | -18.9% |
| 30D | -22.6% | +11.6% | -34.2% | -26.5% |
| 3M | -5.7% | +3.7% | -9.4% | -7.7% |
| 6M | +43.1% | +33.0% | +10.1% | +25.3% |
| YTD | +128.2% | +16.6% | +111.6% | +110.8% |
| 1Y | +95.5% | +26.9% | +68.5% | +73.8% |
| 3Y | +335.4% | +55.7% | +279.7% | +253.0% |
| 5Y | +255.5% | +44.5% | +211.0% | +198.9% |
| 10Y | +7,350.9% | +133.1% | +7,217.8% | +4,605.7% |
| All | +2,920.9% | +840.8% | +2,080.1% | +554.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling