+47,521.7%
AMZN vs PRU
+785.9%
+46,735.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.5% |
| 7D | +7.9% | +2.4% | +5.5% | +7.1% |
| 30D | -0.2% | +6.1% | -6.4% | -2.2% |
| 3M | -4.8% | -0.7% | -4.0% | -4.7% |
| 6M | -5.7% | +22.1% | -27.8% | -11.7% |
| YTD | +12.3% | +9.8% | +2.6% | +8.4% |
| 1Y | +6.7% | +19.4% | -12.7% | +0.2% |
| 3Y | +85.6% | +50.4% | +35.2% | +61.8% |
| 5Y | +47.4% | +37.2% | +10.2% | +32.0% |
| 10Y | +586.8% | +119.5% | +467.3% | +389.1% |
| All | +47,521.7% | +785.9% | +46,735.8% | +12,118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling