+99.6%
FOXA vs PRU
+89.5%
+10.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.7% |
| 7D | +2.7% | +3.6% | -0.9% | +1.0% |
| 30D | +10.0% | +8.9% | +1.1% | +5.8% |
| 3M | +5.0% | +0.2% | +4.8% | +4.9% |
| 6M | +3.4% | +23.7% | -20.3% | -6.4% |
| YTD | -5.5% | +13.7% | -19.2% | -11.4% |
| 1Y | +5.5% | +20.6% | -15.1% | -3.8% |
| 3Y | +139.3% | +56.3% | +83.0% | +90.3% |
| 5Y | +77.2% | +42.3% | +34.8% | +44.7% |
| All | +99.6% | +89.5% | +10.1% | +28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling