+159.6%
FANG vs PRU
+99.2%
+60.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.8% |
| 7D | +4.0% | +3.6% | +0.4% | +1.2% |
| 30D | -5.8% | +8.9% | -14.6% | -12.7% |
| 3M | -6.7% | +0.2% | -6.9% | -8.0% |
| 6M | -6.4% | +23.7% | -30.2% | -22.4% |
| YTD | +25.9% | +13.7% | +12.2% | +9.3% |
| 1Y | +31.1% | +20.6% | +10.5% | +8.2% |
| 3Y | +31.3% | +56.3% | -25.0% | -15.2% |
| 5Y | +108.3% | +42.3% | +66.0% | +41.2% |
| All | +159.6% | +99.2% | +60.3% | +39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling