-55.1%
FIS vs PRU
+22.1%
-77.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -27.4% | +3.8% | -31.2% | -28.5% |
| 30D | -16.8% | +9.0% | -25.9% | -20.3% |
| 3M | -32.6% | +2.1% | -34.8% | -33.1% |
| 6M | -33.4% | +25.4% | -58.8% | -38.6% |
| YTD | -56.0% | +13.5% | -69.6% | -57.0% |
| 1Y | -55.1% | +21.3% | -76.4% | -57.3% |
| All | -55.1% | +22.1% | -77.2% | -57.3% |
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