+97.7%
PRU vs FLR
+7.4%
+90.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | +3.6% | +5.4% | -1.8% | +2.4% |
| 30D | +8.9% | +2.8% | +6.0% | +7.9% |
| 3M | +0.2% | -6.4% | +6.6% | +1.1% |
| 6M | +23.7% | +8.8% | +15.0% | +19.2% |
| YTD | +13.7% | +23.6% | -9.8% | +5.2% |
| 1Y | +20.6% | +13.8% | +6.8% | +13.6% |
| 3Y | +56.3% | +36.5% | +19.9% | +34.3% |
| 5Y | +42.3% | +119.3% | -77.0% | +6.3% |
| All | +97.7% | +7.4% | +90.4% | +75.4% |
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