-56.9%
FIG vs PRU
+21.1%
-78.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +2.0% |
| 7D | -14.3% | -2.8% | -11.4% | -12.5% |
| 30D | -13.6% | +8.5% | -22.1% | -16.9% |
| 3M | -23.7% | +1.7% | -25.5% | -24.2% |
| 6M | -5.4% | +24.8% | -30.1% | -13.1% |
| YTD | -49.2% | +13.3% | -62.5% | -50.6% |
| All | -56.9% | +21.1% | -78.0% | -60.6% |
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