-18.5%
FIS vs PRU
+47.2%
-65.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.5% |
| 7D | +1.1% | +1.9% | -0.8% | +0.2% |
| 30D | -2.2% | +2.7% | -4.9% | -3.4% |
| 3M | +2.1% | +19.5% | -17.3% | -5.4% |
| 6M | -14.7% | +26.6% | -41.3% | -23.3% |
| YTD | -35.7% | +12.3% | -48.0% | -38.9% |
| 1Y | -37.1% | +18.0% | -55.1% | -41.7% |
| All | -18.5% | +47.2% | -65.7% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling