+106.1%
PRU vs AMBA
+12.8%
+93.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.3% | -2.9% | +1.4% |
| 7D | +3.2% | 0.0% | +3.2% | +3.0% |
| 30D | +7.9% | -8.6% | +16.5% | +9.3% |
| 3M | +1.8% | -29.0% | +30.8% | +7.4% |
| 6M | +24.1% | -19.2% | +43.3% | +23.6% |
| YTD | +12.4% | -13.0% | +25.4% | +9.0% |
| 1Y | +20.9% | -31.3% | +52.2% | +22.2% |
| 3Y | +55.5% | +28.1% | +27.3% | +29.2% |
| 5Y | +42.7% | -69.4% | +112.1% | +48.3% |
| 10Y | +106.1% | +7.6% | +98.5% | +31.9% |
| All | +106.1% | +12.8% | +93.3% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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