+300.2%
FE vs PRU
+806.6%
-506.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +1.9% | +1.9% | +0.1% | +1.5% |
| 30D | -1.2% | +2.7% | -3.9% | -1.7% |
| 3M | +3.5% | +19.5% | -16.0% | -0.3% |
| 6M | -6.1% | +26.6% | -32.7% | -10.7% |
| YTD | +7.6% | +12.3% | -4.7% | +4.6% |
| 1Y | +11.9% | +18.0% | -6.1% | +7.6% |
| 3Y | +48.4% | +47.0% | +1.4% | +34.8% |
| 5Y | +44.8% | +48.4% | -3.6% | +30.0% |
| 10Y | +115.9% | +142.4% | -26.6% | +66.7% |
| All | +300.2% | +806.6% | -506.3% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling