+8.1%
FPS vs PRU
+24.9%
-16.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.4% | +2.9% |
| 7D | +3.1% | +1.9% | +1.3% | +2.2% |
| 30D | -18.6% | +2.7% | -21.3% | -19.5% |
| 3M | -51.5% | +19.5% | -70.9% | -57.2% |
| 6M | -8.5% | +26.6% | -35.2% | -25.0% |
| All | +8.1% | +24.9% | -16.8% | -11.7% |
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