+209.9%
AMGN vs PRU
+139.4%
+70.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.2% | -7.9% | -9.5% |
| 7D | -10.3% | +1.9% | -12.2% | -10.7% |
| 30D | -3.8% | -0.4% | -3.3% | -3.6% |
| 3M | +14.4% | +16.4% | -2.0% | +9.9% |
| 6M | +7.8% | +26.0% | -18.2% | +1.4% |
| YTD | +22.6% | +9.9% | +12.7% | +19.0% |
| 1Y | +44.2% | +18.8% | +25.4% | +36.9% |
| 3Y | +65.8% | +45.3% | +20.5% | +46.7% |
| 5Y | +108.0% | +45.6% | +62.4% | +80.7% |
| 10Y | +209.9% | +139.6% | +70.3% | +104.7% |
| All | +209.9% | +139.4% | +70.5% | +104.7% |
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 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