+2,054.3%
FLUT vs PRU
+795.8%
+1,258.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -1.6% | +1.9% | -3.5% | -1.7% |
| 30D | +7.7% | +2.7% | +5.0% | +7.6% |
| 3M | -0.7% | +19.5% | -20.2% | -1.8% |
| 6M | -11.2% | +26.6% | -37.8% | -12.4% |
| YTD | -53.4% | +12.3% | -65.8% | -53.8% |
| 1Y | -65.8% | +18.0% | -83.8% | -66.1% |
| 3Y | -44.9% | +47.0% | -92.0% | -46.0% |
| 5Y | -49.7% | +48.4% | -98.1% | -50.7% |
| 10Y | -9.7% | +142.4% | -152.2% | -12.8% |
| All | +2,054.3% | +795.8% | +1,258.5% | +1,995.9% |
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 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