-2.1%
FIX vs PRU
+22.3%
-24.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.3% | -8.3% | -11.4% |
| 7D | -27.2% | +4.8% | -32.0% | -27.2% |
| 30D | -46.9% | +7.9% | -54.8% | -47.1% |
| 3M | -44.4% | +3.1% | -47.5% | -44.1% |
| 6M | -50.9% | +25.2% | -76.1% | -54.1% |
| YTD | +3.5% | +12.7% | -9.2% | -5.4% |
| 1Y | -2.1% | +23.5% | -25.6% | -12.5% |
| All | -2.1% | +22.3% | -24.5% | -12.5% |
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