+91.0%
AMGN vs PRU
+56.8%
+34.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +1.1% | +3.6% | -2.5% | +0.4% |
| 30D | +9.3% | +8.9% | +0.4% | +7.6% |
| 3M | +12.1% | +0.2% | +11.9% | +12.0% |
| 6M | +40.3% | +23.7% | +16.5% | +35.0% |
| YTD | +45.2% | +13.7% | +31.4% | +41.4% |
| 1Y | +42.4% | +20.6% | +21.8% | +37.0% |
| 3Y | +91.0% | +56.3% | +34.7% | +73.2% |
| All | +91.0% | +56.8% | +34.3% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling