+602.8%
FICO vs PRU
+142.7%
+460.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.3% |
| 7D | -19.2% | +1.9% | -21.0% | -19.8% |
| 30D | -14.6% | +2.7% | -17.3% | -15.6% |
| 3M | -20.1% | +19.5% | -39.6% | -26.3% |
| 6M | -36.3% | +26.6% | -63.0% | -42.8% |
| YTD | -44.9% | +12.3% | -57.2% | -47.8% |
| 1Y | -38.6% | +18.0% | -56.7% | -43.3% |
| 3Y | +4.0% | +47.0% | -43.0% | -14.1% |
| 5Y | +99.5% | +48.4% | +51.1% | +61.6% |
| All | +602.8% | +142.7% | +460.2% | +305.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling