-63.5%
FLUT vs PRU
+21.1%
-84.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +4.5% | -2.8% | +7.4% | +6.2% |
| 30D | +9.2% | +8.5% | +0.7% | +3.2% |
| 3M | -13.7% | +1.7% | -15.4% | -15.2% |
| 6M | -9.0% | +24.8% | -33.8% | -21.2% |
| YTD | -60.2% | +13.3% | -73.5% | -62.5% |
| All | -63.5% | +21.1% | -84.6% | -67.1% |
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