+22.8%
FLEX vs PRU
+20.8%
+2.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.4% | +9.7% | +11.6% |
| 7D | -7.2% | +3.2% | -10.3% | -7.2% |
| 30D | -34.8% | +7.9% | -42.7% | -35.6% |
| 3M | -35.6% | +1.8% | -37.4% | -35.2% |
| 6M | -45.0% | +24.1% | -69.2% | -49.4% |
| YTD | +29.4% | +12.4% | +17.0% | +21.4% |
| All | +22.8% | +20.8% | +2.0% | +11.0% |
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 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