+10.2%
FLEX vs PRU
+19.8%
-9.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.6% | +7.2% | +4.9% |
| 7D | -19.3% | +2.4% | -21.7% | -19.4% |
| 30D | -41.5% | +6.1% | -47.7% | -42.2% |
| 3M | -43.1% | -0.7% | -42.4% | -42.6% |
| 6M | -48.2% | +22.1% | -70.3% | -52.3% |
| YTD | +15.5% | +9.8% | +5.7% | +8.8% |
| 1Y | +10.2% | +19.4% | -9.1% | -2.2% |
| All | +10.2% | +19.8% | -9.6% | -2.2% |
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