-15.2%
FXI vs PRU
+20.7%
-36.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -1.9% | -2.8% | +0.9% | -1.3% |
| 30D | -0.6% | +8.5% | -9.2% | -2.4% |
| 3M | -4.9% | +1.7% | -6.6% | -5.5% |
| 6M | -8.8% | +24.8% | -33.6% | -13.8% |
| YTD | -10.7% | +13.3% | -24.0% | -13.9% |
| 1Y | -15.2% | +21.4% | -36.6% | -20.3% |
| All | -15.2% | +20.7% | -36.0% | -20.3% |
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