+41.1%
AMGN vs PRU
+18.5%
+22.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -13.9% | -3.8% | -10.1% | -13.5% |
| 30D | -7.1% | -2.0% | -5.1% | -6.9% |
| 3M | +13.9% | +14.0% | 0.0% | +13.2% |
| 6M | +3.2% | +27.2% | -24.0% | +2.6% |
| YTD | +19.2% | +9.1% | +10.2% | +17.2% |
| 1Y | +41.1% | +18.1% | +23.1% | +37.4% |
| All | +41.1% | +18.5% | +22.7% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling