+50.2%
FDX vs PRU
+19.8%
+30.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -1.8% |
| 7D | -1.6% | +2.4% | -4.0% | -2.2% |
| 30D | +6.6% | +6.1% | +0.5% | +4.8% |
| 3M | -2.1% | -0.7% | -1.3% | -1.7% |
| 6M | +2.2% | +22.1% | -19.9% | -3.0% |
| YTD | +33.9% | +9.8% | +24.2% | +28.9% |
| 1Y | +50.2% | +19.4% | +30.9% | +39.9% |
| All | +50.2% | +19.8% | +30.5% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling