-58.2%
FISV vs PRU
+46.6%
-104.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.9% | -3.1% |
| 7D | -1.6% | +1.9% | -3.5% | -2.4% |
| 30D | -3.0% | -0.4% | -2.5% | -2.7% |
| 3M | -3.5% | +16.4% | -20.0% | -9.5% |
| 6M | -19.4% | +26.0% | -45.4% | -27.1% |
| YTD | -24.3% | +9.9% | -34.2% | -27.4% |
| 1Y | -62.4% | +18.8% | -81.2% | -65.1% |
| 3Y | -58.2% | +45.3% | -103.5% | -65.2% |
| All | -58.2% | +46.6% | -104.8% | -65.2% |
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