+575.3%
FAST vs PRU
+115.4%
+460.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.2% |
| 7D | +2.1% | +2.4% | -0.3% | +1.0% |
| 30D | +6.9% | +6.1% | +0.8% | +4.3% |
| 3M | +4.8% | -0.7% | +5.6% | +4.8% |
| 6M | +19.8% | +22.1% | -2.3% | +10.3% |
| YTD | +34.9% | +9.8% | +25.1% | +28.8% |
| 1Y | +32.8% | +19.4% | +13.4% | +22.7% |
| 3Y | +93.7% | +50.4% | +43.4% | +60.9% |
| 5Y | +105.3% | +37.2% | +68.1% | +73.6% |
| All | +575.3% | +115.4% | +460.0% | +307.8% |
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 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