+303.0%
FE vs PRU
+809.8%
-506.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.5% |
| 7D | +0.6% | +4.8% | -4.2% | -0.4% |
| 30D | +6.4% | +7.9% | -1.4% | +4.7% |
| 3M | -0.5% | +3.1% | -3.6% | -1.2% |
| 6M | +4.7% | +25.2% | -20.5% | -0.1% |
| YTD | +8.4% | +12.7% | -4.4% | +5.2% |
| 1Y | +7.2% | +23.5% | -16.2% | +2.1% |
| 3Y | +44.9% | +50.6% | -5.7% | +30.9% |
| 5Y | +46.3% | +40.9% | +5.4% | +32.7% |
| 10Y | +110.3% | +125.5% | -15.2% | +64.4% |
| All | +303.0% | +809.8% | -506.8% | +88.2% |
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