-71.4%
FIS vs PRU
+36.1%
-107.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -0.8% |
| 7D | -25.5% | +2.4% | -27.9% | -27.4% |
| 30D | -15.1% | +6.1% | -21.2% | -19.0% |
| 3M | -32.1% | -0.7% | -31.4% | -32.6% |
| 6M | -36.1% | +22.1% | -58.1% | -43.6% |
| YTD | -55.4% | +9.8% | -65.2% | -58.3% |
| 1Y | -53.9% | +19.4% | -73.2% | -59.0% |
| 3Y | -39.8% | +50.4% | -90.1% | -56.2% |
| All | -71.4% | +36.1% | -107.5% | -78.5% |
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