+5,892.0%
FIX vs PRU
+142.7%
+5,749.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.5% |
| 7D | +6.0% | +1.9% | +4.2% | +4.7% |
| 30D | -7.2% | +2.7% | -10.0% | -8.9% |
| 3M | -15.9% | +19.5% | -35.3% | -25.4% |
| 6M | +12.7% | +26.6% | -13.9% | -3.9% |
| YTD | +72.8% | +12.3% | +60.5% | +58.0% |
| 1Y | +122.9% | +18.0% | +104.8% | +96.8% |
| 3Y | +774.3% | +47.0% | +727.3% | +559.7% |
| 5Y | +2,049.5% | +48.4% | +2,001.0% | +1,482.1% |
| All | +5,892.0% | +142.7% | +5,749.3% | +3,084.4% |
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