+93.7%
FAST vs PRU
+46.4%
+47.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.0% |
| 7D | +2.1% | +2.4% | -0.3% | +1.2% |
| 30D | +6.9% | +6.1% | +0.8% | +4.6% |
| 3M | +4.8% | -0.7% | +5.6% | +4.9% |
| 6M | +19.8% | +22.1% | -2.3% | +11.4% |
| YTD | +34.9% | +9.8% | +25.1% | +29.7% |
| 1Y | +32.8% | +19.4% | +13.4% | +23.6% |
| 3Y | +93.7% | +50.4% | +43.4% | +68.9% |
| All | +93.7% | +46.4% | +47.3% | +68.9% |
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