+463.9%
FLEX vs PRU
+806.6%
-342.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.0% |
| 7D | -0.9% | +1.9% | -2.8% | -1.8% |
| 30D | -10.1% | +2.7% | -12.9% | -11.4% |
| 3M | -31.3% | +19.5% | -50.8% | -37.5% |
| 6M | +71.3% | +26.6% | +44.6% | +51.1% |
| YTD | +81.2% | +12.3% | +68.9% | +69.4% |
| 1Y | +98.5% | +18.0% | +80.4% | +80.5% |
| 3Y | +428.2% | +47.0% | +381.2% | +329.6% |
| 5Y | +657.3% | +48.4% | +608.8% | +511.1% |
| 10Y | +995.9% | +142.4% | +853.5% | +572.1% |
| All | +463.9% | +806.6% | -342.7% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling