+3,459.3%
FIX vs PRU
+121.2%
+3,338.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.3% | -8.3% | -9.6% |
| 7D | -27.2% | +4.8% | -32.0% | -29.8% |
| 30D | -46.9% | +7.9% | -54.8% | -49.9% |
| 3M | -44.4% | +3.1% | -47.5% | -46.1% |
| 6M | -50.9% | +25.2% | -76.1% | -58.3% |
| YTD | +3.5% | +12.7% | -9.2% | -6.6% |
| 1Y | -2.1% | +23.5% | -25.6% | -16.8% |
| 3Y | +418.7% | +50.6% | +368.2% | +281.3% |
| 5Y | +894.6% | +40.9% | +853.7% | +648.3% |
| All | +3,459.3% | +121.2% | +3,338.1% | +1,533.1% |
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