-52.0%
FLUT vs PRU
+46.4%
-98.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.1% |
| 7D | -1.1% | +2.4% | -3.5% | -2.8% |
| 30D | +7.7% | +6.1% | +1.6% | +3.8% |
| 3M | -12.2% | -0.7% | -11.4% | -12.2% |
| 6M | -17.6% | +22.1% | -39.6% | -26.6% |
| YTD | -62.0% | +9.8% | -71.8% | -64.1% |
| 1Y | -62.3% | +19.4% | -81.6% | -65.9% |
| 3Y | -52.0% | +50.4% | -102.3% | -65.5% |
| All | -52.0% | +46.4% | -98.4% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling