+115.4%
FOXA vs PRU
+47.2%
+68.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.0% |
| 7D | -4.0% | +1.9% | -5.8% | -4.7% |
| 30D | +12.0% | +2.7% | +9.3% | +10.7% |
| 3M | +0.3% | +19.5% | -19.2% | -7.3% |
| 6M | +12.5% | +26.6% | -14.2% | +1.0% |
| YTD | -9.6% | +12.3% | -22.0% | -14.2% |
| 1Y | +8.6% | +18.0% | -9.5% | +0.5% |
| All | +115.4% | +47.2% | +68.3% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling