-37.5%
FIS vs PRU
+56.1%
-93.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.8% |
| 7D | +1.5% | -2.8% | +4.3% | +2.6% |
| 30D | -11.8% | +8.5% | -20.3% | -15.6% |
| 3M | -28.5% | +1.7% | -30.3% | -29.5% |
| 6M | -27.0% | +24.8% | -51.8% | -33.9% |
| YTD | -53.1% | +13.3% | -66.4% | -55.8% |
| 1Y | -52.8% | +21.4% | -74.1% | -56.8% |
| All | -37.5% | +56.1% | -93.6% | -52.9% |
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