+70.2%
FDX vs PRU
+50.4%
+19.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -2.1% |
| 7D | +2.9% | +4.8% | -1.9% | +0.4% |
| 30D | +9.6% | +7.9% | +1.8% | +5.3% |
| 3M | +2.4% | +3.1% | -0.7% | +0.6% |
| 6M | +9.2% | +25.2% | -16.0% | -3.5% |
| YTD | +37.7% | +12.7% | +25.0% | +28.1% |
| 1Y | +56.1% | +23.5% | +32.6% | +37.3% |
| All | +70.2% | +50.4% | +19.8% | +22.8% |
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 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