+640.4%
FLEX vs PRU
+115.4%
+525.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.4% | +9.7% | +10.6% |
| 7D | -7.2% | +3.2% | -10.3% | -9.4% |
| 30D | -34.8% | +7.9% | -42.7% | -38.3% |
| 3M | -35.6% | +1.8% | -37.4% | -37.0% |
| 6M | -45.0% | +24.1% | -69.2% | -52.9% |
| YTD | +29.4% | +12.4% | +17.0% | +17.4% |
| 1Y | +24.8% | +20.9% | +3.9% | +8.1% |
| 3Y | +304.4% | +55.5% | +248.9% | +194.0% |
| 5Y | +484.1% | +42.7% | +441.4% | +343.9% |
| 10Y | +640.4% | +106.1% | +534.3% | +374.7% |
| All | +640.4% | +115.4% | +525.0% | +374.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling