+24.2%
FLEX vs PRU
+20.5%
+3.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +17.1% | 0.0% | +17.1% | +16.9% |
| 30D | -29.5% | +7.9% | -37.5% | -30.4% |
| 3M | -37.3% | +0.9% | -38.2% | -36.7% |
| 6M | -44.1% | +22.4% | -66.4% | -48.0% |
| YTD | +29.3% | +12.7% | +16.6% | +21.2% |
| 1Y | +24.2% | +19.6% | +4.6% | +13.3% |
| All | +24.2% | +20.5% | +3.7% | +13.3% |
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