+443.9%
AME vs PRU
+115.4%
+328.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.0% |
| 7D | -1.5% | +3.2% | -4.7% | -3.3% |
| 30D | -4.2% | +7.9% | -12.1% | -8.2% |
| 3M | -5.9% | +1.8% | -7.7% | -7.3% |
| 6M | +2.8% | +24.1% | -21.3% | -8.8% |
| YTD | +16.6% | +12.4% | +4.2% | +8.1% |
| 1Y | +22.1% | +20.9% | +1.2% | +9.0% |
| 3Y | +64.7% | +55.5% | +9.2% | +26.5% |
| 5Y | +76.6% | +42.7% | +33.9% | +38.5% |
| 10Y | +443.9% | +106.1% | +337.7% | +184.0% |
| All | +443.9% | +115.4% | +328.5% | +184.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling