+120.3%
FOXA vs PRU
+46.4%
+73.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.3% |
| 7D | +5.4% | +2.4% | +3.0% | +4.3% |
| 30D | +6.3% | +6.1% | +0.2% | +3.6% |
| 3M | +8.3% | -0.7% | +9.1% | +8.6% |
| 6M | +7.6% | +22.1% | -14.5% | -1.4% |
| YTD | -7.9% | +9.8% | -17.7% | -11.7% |
| 1Y | +2.4% | +19.4% | -17.0% | -5.6% |
| 3Y | +120.3% | +50.4% | +70.0% | +77.5% |
| All | +120.3% | +46.4% | +73.9% | +77.5% |
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 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