-62.2%
FIS vs PRU
+48.6%
-110.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.4% |
| 7D | +1.1% | +1.9% | -0.8% | 0.0% |
| 30D | -2.2% | +2.7% | -4.9% | -3.7% |
| 3M | +2.1% | +19.5% | -17.3% | -7.5% |
| 6M | -14.7% | +26.6% | -41.3% | -25.6% |
| YTD | -35.7% | +12.3% | -48.0% | -40.0% |
| 1Y | -37.1% | +18.0% | -55.1% | -43.1% |
| 3Y | -20.0% | +47.0% | -67.0% | -39.9% |
| All | -62.2% | +48.6% | -110.8% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling