+1,685.4%
FLUT vs PRU
+799.0%
+886.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +1.6% |
| 7D | +4.8% | +4.8% | 0.0% | +4.4% |
| 30D | +8.8% | +7.9% | +1.0% | +8.3% |
| 3M | -10.7% | +3.1% | -13.8% | -10.9% |
| 6M | -19.7% | +25.2% | -44.9% | -20.8% |
| YTD | -61.4% | +12.7% | -74.2% | -61.7% |
| 1Y | -61.6% | +23.5% | -85.1% | -62.1% |
| 3Y | -51.4% | +50.6% | -102.0% | -52.4% |
| 5Y | -51.0% | +40.9% | -91.9% | -52.0% |
| 10Y | -25.2% | +125.5% | -150.6% | -27.6% |
| All | +1,685.4% | +799.0% | +886.4% | +1,636.3% |
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