+800.4%
PRU vs FLR
+310.9%
+489.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.1% |
| 7D | +1.9% | +5.4% | -3.6% | -0.2% |
| 30D | +2.7% | +11.4% | -8.7% | -2.4% |
| 3M | +19.5% | +11.4% | +8.1% | +12.2% |
| 6M | +26.6% | +16.6% | +10.0% | +15.1% |
| YTD | +12.3% | +41.7% | -29.4% | -5.7% |
| 1Y | +18.0% | +35.4% | -17.4% | -0.4% |
| 3Y | +47.0% | +57.3% | -10.3% | +7.8% |
| 5Y | +48.4% | +241.0% | -192.6% | -25.5% |
| 10Y | +142.4% | +16.6% | +125.8% | +46.9% |
| All | +800.4% | +310.9% | +489.4% | +231.5% |
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 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