+50.4%
PRU vs FLR
+27.4%
+22.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -6.0% | -3.1% |
| 7D | +2.4% | -0.8% | +3.2% | +2.5% |
| 30D | +6.1% | -9.1% | +15.2% | +7.5% |
| 3M | -0.7% | -4.7% | +3.9% | -0.7% |
| 6M | +22.1% | -14.2% | +36.3% | +23.4% |
| YTD | +9.8% | +17.3% | -7.5% | +3.6% |
| 1Y | +19.4% | +4.3% | +15.1% | +15.2% |
| 3Y | +50.4% | +30.7% | +19.6% | +25.1% |
| All | +50.4% | +27.4% | +22.9% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling