+30.8%
FITB vs PRU
+20.7%
+10.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -0.6% | -2.8% | +2.3% | +1.0% |
| 30D | +7.0% | +8.5% | -1.5% | +1.8% |
| 3M | -4.8% | +1.7% | -6.5% | -5.9% |
| 6M | +13.5% | +24.8% | -11.2% | -0.5% |
| YTD | +19.1% | +13.3% | +5.8% | +6.8% |
| 1Y | +30.8% | +21.4% | +9.4% | +7.7% |
| All | +30.8% | +20.7% | +10.0% | +7.7% |
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 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