+41,842.4%
FIX vs PRU
+840.8%
+41,001.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +6.6% | -21.7% | -17.7% |
| 7D | -18.9% | +9.8% | -28.7% | -22.4% |
| 30D | -36.3% | +11.6% | -47.9% | -39.5% |
| 3M | -38.5% | +3.7% | -42.2% | -39.9% |
| 6M | -42.3% | +33.0% | -75.2% | -49.2% |
| YTD | +17.1% | +16.6% | +0.5% | +8.2% |
| 1Y | +14.4% | +26.9% | -12.5% | +2.1% |
| 3Y | +486.7% | +55.7% | +431.0% | +381.0% |
| 5Y | +1,083.7% | +44.5% | +1,039.2% | +894.5% |
| 10Y | +3,932.4% | +133.1% | +3,799.3% | +2,664.8% |
| All | +41,842.4% | +840.8% | +41,001.6% | +11,593.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling