+303.7%
FE vs PRU
+840.8%
-537.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.6% | -6.6% | -1.4% |
| 7D | +1.7% | +9.8% | -8.1% | -0.3% |
| 30D | +8.1% | +11.6% | -3.5% | +5.7% |
| 3M | -1.3% | +3.7% | -5.0% | -2.1% |
| 6M | +2.9% | +33.0% | -30.1% | -3.1% |
| YTD | +8.6% | +16.6% | -8.0% | +4.7% |
| 1Y | +6.3% | +26.9% | -20.6% | +0.7% |
| 3Y | +45.1% | +55.7% | -10.6% | +30.2% |
| 5Y | +47.1% | +44.5% | +2.6% | +32.8% |
| 10Y | +110.6% | +133.1% | -22.5% | +63.6% |
| All | +303.7% | +840.8% | -537.1% | +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