+36,985.6%
FIX vs PRU
+809.8%
+36,175.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.3% | -8.3% | -10.3% |
| 7D | -27.2% | +4.8% | -32.0% | -28.9% |
| 30D | -46.9% | +7.9% | -54.8% | -48.8% |
| 3M | -44.4% | +3.1% | -47.5% | -45.5% |
| 6M | -50.9% | +25.2% | -76.1% | -55.7% |
| YTD | +3.5% | +12.7% | -9.2% | -2.9% |
| 1Y | -2.1% | +23.5% | -25.6% | -11.5% |
| 3Y | +418.7% | +50.6% | +368.2% | +331.7% |
| 5Y | +894.6% | +40.9% | +853.7% | +745.5% |
| 10Y | +3,465.5% | +125.5% | +3,340.1% | +2,381.1% |
| All | +36,985.6% | +809.8% | +36,175.8% | +10,394.0% |
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 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