+25.0%
FLEX vs PRU
+27.9%
-2.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.6% | -18.9% | -12.6% |
| 7D | -17.0% | +9.8% | -26.7% | -17.8% |
| 30D | -33.8% | +11.6% | -45.4% | -34.8% |
| 3M | -39.0% | +3.7% | -42.7% | -38.6% |
| 6M | -15.9% | +33.0% | -48.9% | -23.8% |
| YTD | +27.8% | +16.6% | +11.3% | +19.7% |
| 1Y | +25.0% | +26.9% | -2.0% | +13.4% |
| All | +25.0% | +27.9% | -2.9% | +13.4% |
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