+90.3%
FOXA vs PRU
+83.1%
+7.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.7% |
| 7D | -0.6% | +1.9% | -2.5% | -1.5% |
| 30D | +2.3% | -0.4% | +2.8% | +2.5% |
| 3M | -2.8% | +16.4% | -19.3% | -9.5% |
| 6M | +9.6% | +26.0% | -16.4% | -1.9% |
| YTD | -9.9% | +9.9% | -19.8% | -14.2% |
| 1Y | +5.4% | +18.8% | -13.4% | -3.3% |
| 3Y | +115.3% | +45.4% | +69.9% | +76.9% |
| 5Y | +93.1% | +45.6% | +47.5% | +56.1% |
| All | +90.3% | +83.1% | +7.2% | +24.2% |
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