-55.0%
FIS vs PRU
+20.8%
-75.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.7% | -1.9% |
| 7D | -29.4% | +3.2% | -32.6% | -30.5% |
| 30D | -16.7% | +7.9% | -24.7% | -20.0% |
| 3M | -33.0% | +1.8% | -34.8% | -33.4% |
| 6M | -33.3% | +24.1% | -57.5% | -38.4% |
| YTD | -56.0% | +12.4% | -68.4% | -56.9% |
| All | -55.0% | +20.8% | -75.9% | -57.2% |
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