+97.5%
FOXA vs PRU
+87.2%
+10.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.5% |
| 7D | +7.9% | +3.2% | +4.7% | +6.3% |
| 30D | +8.5% | +7.9% | +0.5% | +4.7% |
| 3M | +6.2% | +1.8% | +4.4% | +5.3% |
| 6M | +8.0% | +24.1% | -16.1% | -2.4% |
| YTD | -6.5% | +12.4% | -18.9% | -11.9% |
| 1Y | +3.6% | +20.9% | -17.3% | -5.8% |
| 3Y | +136.0% | +55.5% | +80.6% | +88.1% |
| 5Y | +77.7% | +42.7% | +35.1% | +45.0% |
| All | +97.5% | +87.2% | +10.3% | +27.5% |
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