-55.3%
FIS vs PRU
+115.4%
-170.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.7% | -2.4% |
| 7D | -29.4% | +3.2% | -32.6% | -31.2% |
| 30D | -16.7% | +7.9% | -24.7% | -20.5% |
| 3M | -33.0% | +1.8% | -34.8% | -34.2% |
| 6M | -33.3% | +24.1% | -57.5% | -40.2% |
| YTD | -56.0% | +12.4% | -68.4% | -58.9% |
| 1Y | -54.6% | +20.9% | -75.5% | -59.0% |
| 3Y | -40.6% | +55.5% | -96.1% | -53.2% |
| 5Y | -71.9% | +42.7% | -114.6% | -77.0% |
| 10Y | -55.3% | +106.1% | -161.5% | -71.4% |
| All | -55.3% | +115.4% | -170.7% | -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