-56.4%
FICO vs PRU
+27.9%
-84.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.6% | -9.8% | -6.6% |
| 7D | +0.4% | +9.8% | -9.4% | -4.7% |
| 30D | +1.7% | +11.6% | -9.9% | -4.5% |
| 3M | -33.0% | +3.7% | -36.7% | -34.6% |
| 6M | -33.9% | +33.0% | -66.8% | -43.7% |
| YTD | -58.5% | +16.6% | -75.1% | -62.7% |
| 1Y | -56.4% | +26.9% | -83.3% | -61.5% |
| All | -56.4% | +27.9% | -84.2% | -61.5% |
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