+120.9%
FE vs PRU
+107.2%
+13.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.8% |
| 7D | -0.5% | +3.8% | -4.3% | -1.6% |
| 30D | +4.3% | +9.0% | -4.7% | +1.8% |
| 3M | +0.4% | +2.1% | -1.7% | -0.4% |
| 6M | +6.9% | +25.4% | -18.5% | +0.4% |
| YTD | +8.0% | +13.5% | -5.5% | +3.7% |
| 1Y | +4.8% | +21.3% | -16.5% | -1.3% |
| 3Y | +49.0% | +55.1% | -6.2% | +28.1% |
| 5Y | +46.2% | +43.6% | +2.6% | +26.7% |
| 10Y | +120.9% | +99.2% | +21.6% | +50.2% |
| All | +120.9% | +107.2% | +13.7% | +50.2% |
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