+5.4%
FOXA vs PRU
+19.3%
-13.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.6% |
| 7D | -0.6% | +1.9% | -2.5% | -1.4% |
| 30D | +2.3% | -0.4% | +2.8% | +2.5% |
| 3M | -2.8% | +16.4% | -19.3% | -8.2% |
| 6M | +9.6% | +26.0% | -16.4% | 0.0% |
| YTD | -9.9% | +9.9% | -19.8% | -11.5% |
| 1Y | +5.4% | +18.8% | -13.4% | -2.4% |
| All | +5.4% | +19.3% | -13.9% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling