+499.9%
FAST vs PRU
+142.7%
+357.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.1% |
| 7D | -0.4% | +1.9% | -2.2% | -1.1% |
| 30D | -0.8% | +2.7% | -3.5% | -1.9% |
| 3M | +5.8% | +19.5% | -13.7% | -1.5% |
| 6M | +8.0% | +26.6% | -18.7% | -1.9% |
| YTD | +25.6% | +12.3% | +13.3% | +19.2% |
| 1Y | +0.8% | +18.0% | -17.2% | -6.4% |
| 3Y | +86.1% | +47.0% | +39.1% | +56.1% |
| 5Y | +100.2% | +48.4% | +51.8% | +64.1% |
| All | +499.9% | +142.7% | +357.2% | +244.3% |
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