+67.1%
FDX vs PRU
+48.6%
+18.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | 0.0% |
| 7D | -2.5% | +1.9% | -4.4% | -3.5% |
| 30D | +3.8% | +2.7% | +1.1% | +2.3% |
| 3M | -1.3% | +19.5% | -20.8% | -10.4% |
| 6M | +5.0% | +26.6% | -21.6% | -7.9% |
| YTD | +39.6% | +12.3% | +27.3% | +30.0% |
| 1Y | +81.1% | +18.0% | +63.1% | +63.6% |
| 3Y | +63.0% | +47.0% | +16.0% | +28.6% |
| All | +67.1% | +48.6% | +18.6% | +31.4% |
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