+651.7%
FLEX vs PRU
+102.7%
+549.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | +2.2% | -2.8% | +5.1% | +4.3% |
| 30D | -32.6% | +8.5% | -41.2% | -36.5% |
| 3M | -35.5% | +1.7% | -37.2% | -36.9% |
| 6M | -45.6% | +24.8% | -70.3% | -53.6% |
| YTD | +30.7% | +13.3% | +17.4% | +18.0% |
| 1Y | +28.4% | +21.4% | +7.0% | +10.8% |
| 3Y | +301.7% | +54.8% | +246.9% | +192.5% |
| 5Y | +473.3% | +42.4% | +430.9% | +335.7% |
| 10Y | +651.7% | +98.4% | +553.3% | +364.8% |
| All | +651.7% | +102.7% | +549.1% | +364.8% |
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