+1,658.1%
FLUT vs PRU
+775.4%
+882.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.4% |
| 7D | -1.1% | +2.4% | -3.5% | -1.3% |
| 30D | +7.7% | +6.1% | +1.6% | +7.3% |
| 3M | -12.2% | -0.7% | -11.4% | -12.1% |
| 6M | -17.6% | +22.1% | -39.6% | -18.6% |
| YTD | -62.0% | +9.8% | -71.8% | -62.2% |
| 1Y | -62.3% | +19.4% | -81.6% | -62.7% |
| 3Y | -52.0% | +50.4% | -102.3% | -52.9% |
| 5Y | -51.8% | +37.2% | -88.9% | -52.6% |
| 10Y | -26.3% | +119.5% | -145.8% | -28.6% |
| All | +1,658.1% | +775.4% | +882.7% | +1,612.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling