+3,653.2%
FIX vs PRU
+115.4%
+3,537.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.6% | +8.1% | +7.1% |
| 7D | -17.5% | +2.4% | -19.9% | -19.4% |
| 30D | -41.6% | +6.1% | -47.7% | -44.3% |
| 3M | -40.6% | -0.7% | -39.9% | -41.1% |
| 6M | -49.4% | +22.1% | -71.4% | -56.3% |
| YTD | +9.2% | +9.8% | -0.6% | 0.0% |
| 1Y | +6.5% | +19.4% | -12.9% | -7.6% |
| 3Y | +448.7% | +50.4% | +398.4% | +303.0% |
| 5Y | +948.7% | +37.2% | +911.6% | +701.1% |
| All | +3,653.2% | +115.4% | +3,537.8% | +1,648.4% |
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