+4,571.4%
FAST vs PRU
+809.8%
+3,761.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.5% |
| 7D | +0.7% | +4.8% | -4.1% | -1.0% |
| 30D | +4.6% | +7.9% | -3.2% | +1.9% |
| 3M | +6.4% | +3.1% | +3.3% | +5.1% |
| 6M | +20.6% | +25.2% | -4.6% | +11.5% |
| YTD | +34.7% | +12.7% | +21.9% | +28.4% |
| 1Y | +29.7% | +23.5% | +6.2% | +19.9% |
| 3Y | +89.9% | +50.6% | +39.3% | +62.6% |
| 5Y | +105.0% | +40.9% | +64.1% | +76.9% |
| 10Y | +594.2% | +125.5% | +468.7% | +381.8% |
| All | +4,571.4% | +809.8% | +3,761.5% | +1,291.6% |
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