-79.1%
FIG vs PRU
+26.9%
-106.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.0% |
| 7D | -16.3% | +1.9% | -18.2% | -17.0% |
| 30D | -14.3% | +2.7% | -17.0% | -15.3% |
| 3M | +7.2% | +19.5% | -12.3% | +0.1% |
| 6M | -18.6% | +26.6% | -45.3% | -26.5% |
| YTD | -35.5% | +12.3% | -47.8% | -38.2% |
| 1Y | -55.8% | +18.0% | -73.8% | -59.8% |
| All | -79.1% | +26.9% | -106.0% | -81.5% |
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