+79.0%
FDX vs PRU
+38.4%
+40.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -2.0% |
| 7D | +2.9% | +4.8% | -1.9% | +0.3% |
| 30D | +9.6% | +7.9% | +1.8% | +5.1% |
| 3M | +2.4% | +3.1% | -0.7% | +0.5% |
| 6M | +9.2% | +25.2% | -16.0% | -3.9% |
| YTD | +37.7% | +12.7% | +25.0% | +27.6% |
| 1Y | +56.1% | +23.5% | +32.6% | +37.1% |
| 3Y | +68.9% | +50.6% | +18.4% | +30.5% |
| 5Y | +79.0% | +40.9% | +38.1% | +43.0% |
| All | +79.0% | +38.4% | +40.6% | +43.0% |
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