+181.9%
FANG vs PRU
+140.2%
+41.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.7% |
| 7D | +2.9% | -2.3% | +5.2% | +4.6% |
| 30D | +2.6% | -1.7% | +4.3% | +3.7% |
| 3M | +7.6% | +13.2% | -5.7% | -3.0% |
| 6M | +17.3% | +28.8% | -11.5% | -5.7% |
| YTD | +38.7% | +9.8% | +28.9% | +25.0% |
| 1Y | +51.6% | +17.4% | +34.3% | +28.8% |
| 3Y | +50.0% | +44.9% | +5.0% | +3.8% |
| 5Y | +237.6% | +46.6% | +190.9% | +125.3% |
| All | +181.9% | +140.2% | +41.7% | +44.7% |
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