+78.5%
AME vs PRU
+43.3%
+35.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.1% | -2.8% | +3.9% | +2.4% |
| 30D | -4.1% | +8.5% | -12.6% | -7.7% |
| 3M | -6.3% | +1.7% | -8.1% | -7.4% |
| 6M | +3.5% | +24.8% | -21.2% | -6.8% |
| YTD | +17.3% | +13.3% | +4.0% | +9.7% |
| 1Y | +22.0% | +21.4% | +0.6% | +10.4% |
| 3Y | +62.0% | +54.8% | +7.2% | +29.3% |
| 5Y | +78.5% | +42.4% | +36.1% | +46.7% |
| All | +78.5% | +43.3% | +35.2% | +46.7% |
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