+2,591.4%
FICO vs PRU
+809.8%
+1,781.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +2.1% |
| 7D | -0.3% | +4.8% | -5.0% | -2.2% |
| 30D | +1.7% | +7.9% | -6.1% | -1.3% |
| 3M | -35.2% | +3.1% | -38.3% | -36.0% |
| 6M | -33.7% | +25.2% | -58.9% | -39.2% |
| YTD | -58.2% | +12.7% | -70.9% | -60.1% |
| 1Y | -56.6% | +23.5% | -80.1% | -60.0% |
| 3Y | -24.0% | +50.6% | -74.6% | -35.7% |
| 5Y | +86.1% | +40.9% | +45.2% | +59.5% |
| 10Y | +522.8% | +125.5% | +397.4% | +319.1% |
| All | +2,591.4% | +809.8% | +1,781.6% | +674.3% |
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