+502.1%
FICO vs PRU
+121.2%
+380.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +2.4% |
| 7D | -0.3% | +4.8% | -5.0% | -2.6% |
| 30D | +1.7% | +7.9% | -6.1% | -1.9% |
| 3M | -35.2% | +3.1% | -38.3% | -36.2% |
| 6M | -33.7% | +25.2% | -58.9% | -40.2% |
| YTD | -58.2% | +12.7% | -70.9% | -60.6% |
| 1Y | -56.6% | +23.5% | -80.1% | -60.7% |
| 3Y | -24.0% | +50.6% | -74.6% | -37.9% |
| 5Y | +86.1% | +40.9% | +45.2% | +54.1% |
| All | +502.1% | +121.2% | +380.9% | +289.0% |
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