-24.1%
FICO vs PRU
+46.4%
-70.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.8% |
| 7D | -0.9% | +2.4% | -3.3% | -2.4% |
| 30D | +3.3% | +6.1% | -2.8% | +0.1% |
| 3M | -31.7% | -0.7% | -31.0% | -31.7% |
| 6M | -34.0% | +22.1% | -56.0% | -40.2% |
| YTD | -58.3% | +9.8% | -68.1% | -60.5% |
| 1Y | -57.9% | +19.4% | -77.3% | -61.6% |
| 3Y | -24.1% | +50.4% | -74.4% | -33.1% |
| All | -24.1% | +46.4% | -70.5% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling