-64.3%
FISV vs PRU
+16.8%
-81.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.5% |
| 7D | -6.4% | -1.9% | -4.5% | -5.4% |
| 30D | -6.8% | -2.6% | -4.2% | -5.4% |
| 3M | -10.0% | +14.7% | -24.7% | -15.4% |
| 6M | -20.6% | +25.7% | -46.3% | -29.3% |
| YTD | -27.6% | +8.3% | -35.8% | -30.0% |
| 1Y | -64.3% | +17.3% | -81.7% | -67.3% |
| All | -64.3% | +16.8% | -81.2% | -67.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling