+17.3%
PRU vs FLR
+33.3%
-16.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.3% |
| 7D | -1.9% | -3.1% | +1.2% | -1.7% |
| 30D | -2.6% | +4.9% | -7.5% | -2.8% |
| 3M | +14.7% | +10.8% | +3.9% | +13.6% |
| 6M | +25.7% | +19.7% | +6.0% | +22.2% |
| YTD | +8.3% | +38.4% | -30.1% | +3.2% |
| 1Y | +17.3% | +34.7% | -17.4% | +12.5% |
| All | +17.3% | +33.3% | -16.0% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling