-59.6%
FLUT vs PRU
+20.9%
-80.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.6% |
| 7D | -0.7% | +3.6% | -4.3% | -2.7% |
| 30D | +9.3% | +8.9% | +0.4% | +3.1% |
| 3M | -17.5% | +0.2% | -17.7% | -18.0% |
| 6M | -14.6% | +23.7% | -38.3% | -25.5% |
| YTD | -62.3% | +13.7% | -76.0% | -64.3% |
| 1Y | -59.6% | +20.6% | -80.3% | -62.9% |
| All | -59.6% | +20.9% | -80.6% | -62.9% |
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