+448.7%
FIX vs PRU
+46.4%
+402.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.6% | +8.1% | +6.6% |
| 7D | -17.5% | +2.4% | -19.9% | -18.9% |
| 30D | -41.6% | +6.1% | -47.7% | -43.7% |
| 3M | -40.6% | -0.7% | -39.9% | -40.8% |
| 6M | -49.4% | +22.1% | -71.4% | -55.6% |
| YTD | +9.2% | +9.8% | -0.6% | +1.2% |
| 1Y | +6.5% | +19.4% | -12.9% | -6.5% |
| 3Y | +448.7% | +50.4% | +398.4% | +255.0% |
| All | +448.7% | +46.4% | +402.3% | +255.0% |
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