-43.9%
FLUT vs PRU
+47.2%
-91.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.6% |
| 7D | -1.6% | +1.9% | -3.5% | -2.6% |
| 30D | +7.7% | +2.7% | +5.0% | +6.0% |
| 3M | -0.7% | +19.5% | -20.2% | -10.1% |
| 6M | -11.2% | +26.6% | -37.8% | -22.5% |
| YTD | -53.4% | +12.3% | -65.8% | -56.4% |
| 1Y | -65.8% | +18.0% | -83.8% | -68.9% |
| All | -43.9% | +47.2% | -91.0% | -55.5% |
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