-53.7%
FIS vs PRU
+20.9%
-74.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +3.9% |
| 7D | +2.8% | +3.6% | -0.8% | +1.9% |
| 30D | -16.7% | +8.9% | -25.6% | -20.1% |
| 3M | -32.3% | +0.2% | -32.5% | -32.1% |
| 6M | -29.1% | +23.7% | -52.8% | -34.4% |
| YTD | -54.1% | +13.7% | -67.9% | -55.2% |
| 1Y | -53.7% | +20.6% | -74.3% | -56.3% |
| All | -53.7% | +20.9% | -74.6% | -56.3% |
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