-44.5%
FLUT vs PRU
+56.1%
-100.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.1% |
| 7D | -1.5% | +3.8% | -5.2% | -3.8% |
| 30D | +3.4% | +9.0% | -5.6% | -1.9% |
| 3M | -12.5% | +2.1% | -14.6% | -13.9% |
| 6M | -18.5% | +25.4% | -43.9% | -28.5% |
| YTD | -61.6% | +13.5% | -75.1% | -64.4% |
| 1Y | -64.1% | +21.3% | -85.4% | -67.9% |
| 3Y | -44.5% | +55.1% | -99.6% | -59.4% |
| All | -44.5% | +56.1% | -100.6% | -59.4% |
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 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