+105.0%
FAST vs PRU
+38.4%
+66.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.6% |
| 7D | +0.7% | +4.8% | -4.1% | -1.1% |
| 30D | +4.6% | +7.9% | -3.2% | +1.6% |
| 3M | +6.4% | +3.1% | +3.3% | +4.9% |
| 6M | +20.6% | +25.2% | -4.6% | +10.5% |
| YTD | +34.7% | +12.7% | +21.9% | +27.8% |
| 1Y | +29.7% | +23.5% | +6.2% | +18.6% |
| 3Y | +89.9% | +50.6% | +39.3% | +58.4% |
| 5Y | +105.0% | +40.9% | +64.1% | +72.8% |
| All | +105.0% | +38.4% | +66.6% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling