+420.4%
FIX vs PRU
+50.4%
+370.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.3% | -8.3% | -10.1% |
| 7D | -27.2% | +4.8% | -32.0% | -29.1% |
| 30D | -46.9% | +7.9% | -54.8% | -49.2% |
| 3M | -44.4% | +3.1% | -47.5% | -45.6% |
| 6M | -50.9% | +25.2% | -76.1% | -57.4% |
| YTD | +3.5% | +12.7% | -9.2% | -5.1% |
| 1Y | -2.1% | +23.5% | -25.6% | -15.4% |
| All | +420.4% | +50.4% | +370.0% | +232.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling