-83.7%
FIG vs PRU
+24.0%
-107.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +3.5% |
| 7D | -13.1% | +2.4% | -15.5% | -13.6% |
| 30D | -13.0% | +6.1% | -19.1% | -14.9% |
| 3M | -21.5% | -0.7% | -20.8% | -20.8% |
| 6M | -2.5% | +22.1% | -24.6% | -9.2% |
| YTD | -49.7% | +9.8% | -59.4% | -51.1% |
| 1Y | -59.1% | +19.4% | -78.4% | -61.8% |
| All | -83.7% | +24.0% | -107.7% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling