+48.2%
FANG vs PRU
+42.2%
+6.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.1% |
| 7D | -0.4% | -1.9% | +1.5% | +0.3% |
| 30D | +2.4% | -2.6% | +5.0% | +3.4% |
| 3M | +4.9% | +14.7% | -9.8% | -1.6% |
| 6M | +12.0% | +25.7% | -13.6% | -0.3% |
| YTD | +37.1% | +8.3% | +28.8% | +31.4% |
| 1Y | +52.3% | +17.3% | +34.9% | +38.4% |
| All | +48.2% | +42.2% | +6.0% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling