+31.3%
FANG vs PRU
+56.8%
-25.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.2% |
| 7D | +4.0% | +3.6% | +0.4% | +2.6% |
| 30D | -5.8% | +8.9% | -14.6% | -9.3% |
| 3M | -6.7% | +0.2% | -6.9% | -7.0% |
| 6M | -6.4% | +23.7% | -30.2% | -15.5% |
| YTD | +25.9% | +13.7% | +12.2% | +18.0% |
| 1Y | +31.1% | +20.6% | +10.5% | +18.1% |
| 3Y | +31.3% | +56.3% | -25.0% | -2.9% |
| All | +31.3% | +56.8% | -25.4% | -2.9% |
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