+243.6%
FLEX vs PRU
+809.8%
-566.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.3% | -10.3% | -12.0% |
| 7D | -28.3% | +4.8% | -33.1% | -30.2% |
| 30D | -45.0% | +7.9% | -52.9% | -47.4% |
| 3M | -45.2% | +3.1% | -48.3% | -46.5% |
| 6M | -30.8% | +25.2% | -56.0% | -39.0% |
| YTD | +10.4% | +12.7% | -2.3% | +2.2% |
| 1Y | +2.3% | +23.5% | -21.2% | -9.6% |
| 3Y | +238.9% | +50.6% | +188.3% | +170.0% |
| 5Y | +386.0% | +40.9% | +345.1% | +299.2% |
| 10Y | +551.1% | +125.5% | +425.7% | +309.7% |
| All | +243.6% | +809.8% | -566.2% | -47.4% |
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