+75.3%
FDX vs PRU
+41.4%
+33.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.2% |
| 7D | +0.2% | +3.2% | -3.0% | -1.5% |
| 30D | +9.3% | +7.9% | +1.4% | +4.8% |
| 3M | +0.5% | +1.8% | -1.3% | -0.6% |
| 6M | +5.3% | +24.1% | -18.8% | -6.9% |
| YTD | +38.6% | +12.4% | +26.2% | +28.7% |
| 1Y | +53.5% | +20.9% | +32.6% | +36.5% |
| 3Y | +74.2% | +55.5% | +18.8% | +32.1% |
| 5Y | +75.3% | +42.7% | +32.6% | +38.5% |
| All | +75.3% | +41.4% | +33.9% | +38.5% |
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