+214.7%
FITB vs PRU
+103.1%
+111.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -1.2% |
| 7D | +0.5% | +3.8% | -3.3% | -3.1% |
| 30D | +7.0% | +9.0% | -2.0% | -1.4% |
| 3M | -4.4% | +2.1% | -6.5% | -6.7% |
| 6M | +11.6% | +25.4% | -13.9% | -9.7% |
| YTD | +18.6% | +13.5% | +5.1% | +3.9% |
| 1Y | +29.8% | +21.3% | +8.5% | +7.0% |
| 3Y | +140.7% | +55.1% | +85.6% | +55.0% |
| 5Y | +48.6% | +43.6% | +5.0% | +4.3% |
| All | +214.7% | +103.1% | +111.6% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling