+1,400.5%
FANG vs PRU
+280.8%
+1,119.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.8% |
| 7D | -1.7% | +1.9% | -3.6% | -3.2% |
| 30D | +6.8% | -0.4% | +7.2% | +6.9% |
| 3M | +1.3% | +16.4% | -15.1% | -10.0% |
| 6M | +11.8% | +26.0% | -14.2% | -7.6% |
| YTD | +35.1% | +9.9% | +25.2% | +22.4% |
| 1Y | +48.9% | +18.8% | +30.2% | +26.6% |
| 3Y | +42.8% | +45.3% | -2.5% | +1.4% |
| 5Y | +230.3% | +45.6% | +184.7% | +129.8% |
| 10Y | +167.0% | +139.6% | +27.4% | +37.6% |
| All | +1,400.5% | +280.8% | +1,119.7% | +480.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling