-55.5%
FIS vs PRU
+107.2%
-162.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | -27.4% | +3.8% | -31.2% | -29.4% |
| 30D | -16.8% | +9.0% | -25.9% | -21.0% |
| 3M | -32.6% | +2.1% | -34.8% | -33.9% |
| 6M | -33.4% | +25.4% | -58.8% | -40.6% |
| YTD | -56.0% | +13.5% | -69.6% | -59.1% |
| 1Y | -55.1% | +21.3% | -76.4% | -59.5% |
| 3Y | -41.4% | +55.1% | -96.5% | -53.8% |
| 5Y | -72.7% | +43.6% | -116.2% | -77.7% |
| 10Y | -55.5% | +99.2% | -154.7% | -71.4% |
| All | -55.5% | +107.2% | -162.7% | -71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling