+18.8%
PRU vs AMRZ
-22.6%
+41.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.5% |
| 7D | +1.9% | -2.0% | +3.9% | +2.2% |
| 30D | -0.4% | -9.8% | +9.4% | +1.0% |
| 3M | +16.4% | -17.2% | +33.6% | +18.9% |
| 6M | +26.0% | -26.9% | +53.0% | +31.0% |
| YTD | +9.9% | -21.5% | +31.4% | +12.5% |
| 1Y | +18.8% | -22.9% | +41.6% | +19.8% |
| All | +18.8% | -22.6% | +41.3% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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