+94.4%
FOXA vs PRU
+82.9%
+11.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.3% |
| 7D | +5.4% | +2.4% | +3.0% | +4.2% |
| 30D | +6.3% | +6.1% | +0.2% | +3.4% |
| 3M | +8.3% | -0.7% | +9.1% | +8.6% |
| 6M | +7.6% | +22.1% | -14.5% | -2.0% |
| YTD | -7.9% | +9.8% | -17.7% | -12.3% |
| 1Y | +2.4% | +19.4% | -17.0% | -6.3% |
| 3Y | +120.3% | +50.4% | +70.0% | +78.3% |
| 5Y | +71.0% | +37.2% | +33.8% | +42.0% |
| All | +94.4% | +82.9% | +11.5% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling