+415.9%
FISV vs PRU
+806.6%
-390.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -0.3% | +1.9% | -2.2% | -0.9% |
| 30D | -2.1% | +2.7% | -4.8% | -2.9% |
| 3M | -5.7% | +19.5% | -25.2% | -10.9% |
| 6M | -15.3% | +26.6% | -42.0% | -21.6% |
| YTD | -21.1% | +12.3% | -33.4% | -24.1% |
| 1Y | -61.1% | +18.0% | -79.1% | -63.2% |
| 3Y | -56.8% | +47.0% | -103.9% | -62.3% |
| 5Y | -54.2% | +48.4% | -102.6% | -60.3% |
| 10Y | +1.6% | +142.4% | -140.9% | -28.5% |
| All | +415.9% | +806.6% | -390.6% | +46.9% |
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