+3,604.4%
FIX vs PRU
+97.4%
+3,507.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.5% |
| 7D | +17.0% | 0.0% | +17.0% | +17.0% |
| 30D | -30.6% | +7.9% | -38.5% | -34.5% |
| 3M | -35.0% | +0.9% | -35.9% | -36.2% |
| 6M | -44.0% | +22.4% | -66.3% | -51.7% |
| YTD | +21.1% | +12.7% | +8.5% | +9.3% |
| 1Y | +16.3% | +19.6% | -3.3% | +0.9% |
| 3Y | +507.4% | +54.0% | +453.4% | +340.4% |
| 5Y | +1,052.1% | +41.0% | +1,011.0% | +766.6% |
| All | +3,604.4% | +97.4% | +3,507.0% | +1,791.1% |
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