-25.6%
FLUT vs PRU
+107.2%
-132.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | -1.5% | +3.8% | -5.2% | -2.3% |
| 30D | +3.4% | +9.0% | -5.6% | +1.7% |
| 3M | -12.5% | +2.1% | -14.6% | -12.9% |
| 6M | -18.5% | +25.4% | -43.9% | -21.8% |
| YTD | -61.6% | +13.5% | -75.1% | -62.6% |
| 1Y | -64.1% | +21.3% | -85.4% | -65.4% |
| 3Y | -44.5% | +55.1% | -99.6% | -48.0% |
| 5Y | -51.3% | +43.6% | -94.9% | -54.2% |
| 10Y | -25.6% | +99.2% | -124.8% | -22.4% |
| All | -25.6% | +107.2% | -132.8% | -22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling