+95.1%
FITB vs PRU
+806.6%
-711.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.5% |
| 7D | +0.6% | +1.9% | -1.3% | -0.7% |
| 30D | -4.7% | +2.7% | -7.5% | -6.6% |
| 3M | +6.7% | +19.5% | -12.8% | -6.3% |
| 6M | +12.6% | +26.6% | -14.1% | -5.3% |
| YTD | +19.1% | +12.3% | +6.8% | +8.6% |
| 1Y | +22.6% | +18.0% | +4.6% | +8.0% |
| 3Y | +127.1% | +47.0% | +80.1% | +70.1% |
| 5Y | +71.8% | +48.4% | +23.4% | +30.8% |
| 10Y | +287.2% | +142.4% | +144.7% | +113.3% |
| All | +95.1% | +806.6% | -711.5% | -49.6% |
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