+65.5%
FDX vs PRU
+46.4%
+19.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -1.3% |
| 7D | -1.6% | +2.4% | -4.0% | -2.8% |
| 30D | +6.6% | +6.1% | +0.5% | +3.3% |
| 3M | -2.1% | -0.7% | -1.3% | -1.8% |
| 6M | +2.2% | +22.1% | -19.9% | -8.5% |
| YTD | +33.9% | +9.8% | +24.2% | +26.4% |
| 1Y | +50.2% | +19.4% | +30.9% | +34.6% |
| 3Y | +65.5% | +50.4% | +15.2% | +21.1% |
| All | +65.5% | +46.4% | +19.1% | +21.1% |
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