+134.6%
PRU vs FLR
+17.1%
+117.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.8% |
| 7D | -1.9% | -3.1% | +1.2% | -1.2% |
| 30D | -2.6% | +4.9% | -7.5% | -3.8% |
| 3M | +14.7% | +10.8% | +3.9% | +10.8% |
| 6M | +25.7% | +19.7% | +6.0% | +18.1% |
| YTD | +8.3% | +38.4% | -30.1% | -2.0% |
| 1Y | +17.3% | +34.7% | -17.4% | +6.2% |
| 3Y | +43.2% | +56.7% | -13.5% | +19.5% |
| 5Y | +43.5% | +241.6% | -198.1% | -3.6% |
| 10Y | +134.6% | +20.2% | +114.4% | +95.7% |
| All | +134.6% | +17.1% | +117.4% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling