-22.1%
FPS vs PRU
+25.0%
-47.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +2.4% | +13.7% | +15.9% |
| 7D | -8.0% | +3.2% | -11.2% | -7.0% |
| 30D | -43.5% | +7.9% | -51.5% | -43.6% |
| 3M | -41.6% | +1.8% | -43.4% | -40.3% |
| 6M | -44.0% | +24.1% | -68.2% | -51.1% |
| All | -22.1% | +25.0% | -47.0% | -34.5% |
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 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