+2,399.4%
AMD vs PRU
+809.8%
+1,589.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.3% | -14.0% | -15.9% |
| 7D | -28.6% | +4.8% | -33.4% | -29.9% |
| 30D | -37.7% | +7.9% | -45.6% | -39.8% |
| 3M | -16.1% | +3.1% | -19.2% | -17.5% |
| 6M | +13.8% | +25.2% | -11.4% | +2.5% |
| YTD | +88.8% | +12.7% | +76.1% | +77.4% |
| 1Y | +57.8% | +23.5% | +34.3% | +42.3% |
| 3Y | +260.3% | +50.6% | +209.7% | +197.0% |
| 5Y | +196.6% | +40.9% | +155.7% | +152.9% |
| 10Y | +6,064.6% | +125.5% | +5,939.2% | +3,859.6% |
| All | +2,399.4% | +809.8% | +1,589.5% | +450.8% |
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 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