+24.2%
FIX vs PRU
+20.9%
+3.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.4% |
| 7D | +9.4% | +3.6% | +5.8% | +9.2% |
| 30D | -27.8% | +8.9% | -36.6% | -28.2% |
| 3M | -35.6% | +0.2% | -35.7% | -34.7% |
| 6M | -45.2% | +23.7% | -69.0% | -48.4% |
| YTD | +19.5% | +13.7% | +5.7% | +9.3% |
| 1Y | +24.2% | +20.6% | +3.6% | +11.5% |
| All | +24.2% | +20.9% | +3.3% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling