+145.3%
FIS vs PRU
+785.9%
-640.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.4% |
| 7D | -25.5% | +2.4% | -27.9% | -26.6% |
| 30D | -15.1% | +6.1% | -21.2% | -17.3% |
| 3M | -32.1% | -0.7% | -31.4% | -32.4% |
| 6M | -36.1% | +22.1% | -58.1% | -40.4% |
| YTD | -55.4% | +9.8% | -65.2% | -57.1% |
| 1Y | -53.9% | +19.4% | -73.2% | -56.8% |
| 3Y | -39.8% | +50.4% | -90.1% | -48.1% |
| 5Y | -71.1% | +37.2% | -108.3% | -74.3% |
| 10Y | -53.8% | +119.5% | -173.4% | -66.3% |
| All | +145.3% | +785.9% | -640.6% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling