+807.9%
PRU vs FLR
+270.4%
+537.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -2.8% | +6.3% | -9.2% | -5.1% |
| 30D | +8.5% | +1.8% | +6.7% | +7.2% |
| 3M | +1.7% | -4.4% | +6.2% | +2.4% |
| 6M | +24.8% | +15.9% | +8.9% | +14.3% |
| YTD | +13.3% | +27.7% | -14.5% | -2.0% |
| 1Y | +21.4% | +11.6% | +9.8% | +10.2% |
| 3Y | +54.8% | +39.9% | +14.9% | +18.1% |
| 5Y | +42.4% | +127.5% | -85.1% | -15.7% |
| 10Y | +98.4% | +11.6% | +86.9% | +21.2% |
| All | +807.9% | +270.4% | +537.5% | +244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling