+466.6%
FLEX vs PRU
+42.9%
+423.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.3% |
| 7D | -13.6% | +3.8% | -17.4% | -15.9% |
| 30D | -36.5% | +9.0% | -45.5% | -40.3% |
| 3M | -36.4% | +2.1% | -38.6% | -37.8% |
| 6M | -46.5% | +25.4% | -71.9% | -54.6% |
| YTD | +25.9% | +13.5% | +12.4% | +13.5% |
| 1Y | +19.6% | +21.3% | -1.8% | +3.0% |
| 3Y | +287.0% | +55.1% | +231.9% | +174.3% |
| 5Y | +466.6% | +43.6% | +423.1% | +320.3% |
| All | +466.6% | +42.9% | +423.7% | +320.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling