+114.4%
FE vs PRU
+142.7%
-28.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +1.9% | +1.9% | +0.1% | +1.4% |
| 30D | -1.2% | +2.7% | -3.9% | -1.9% |
| 3M | +3.5% | +19.5% | -16.0% | -1.3% |
| 6M | -6.1% | +26.6% | -32.7% | -12.0% |
| YTD | +7.6% | +12.3% | -4.7% | +3.8% |
| 1Y | +11.9% | +18.0% | -6.1% | +6.4% |
| 3Y | +48.4% | +47.0% | +1.4% | +30.2% |
| 5Y | +44.8% | +48.4% | -3.6% | +24.7% |
| All | +114.4% | +142.7% | -28.3% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling