+4.6%
FE vs PRU
+20.7%
-16.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.4% | -2.8% | +2.4% | -0.3% |
| 30D | +3.6% | +8.5% | -4.9% | +3.2% |
| 3M | +0.3% | +1.7% | -1.4% | +0.1% |
| 6M | +6.4% | +24.8% | -18.3% | +6.8% |
| YTD | +8.1% | +13.3% | -5.2% | +7.1% |
| 1Y | +4.6% | +21.4% | -16.8% | +5.1% |
| All | +4.6% | +20.7% | -16.1% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling