+44.3%
PRU vs FWONK
+97.7%
-53.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -1.7% | -7.7% | +6.0% | +0.5% |
| 3M | +13.2% | +5.7% | +7.5% | +11.2% |
| 6M | +28.8% | +13.5% | +15.3% | +23.5% |
| YTD | +9.8% | -3.0% | +12.7% | +10.2% |
| 1Y | +17.4% | -6.4% | +23.8% | +19.0% |
| 3Y | +44.9% | +43.8% | +1.1% | +26.8% |
| All | +44.3% | +97.7% | -53.4% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 5y: compounded portfolio wealth divided by compounded FWONK 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…
5y analysis · Full analysis span regression · 6 months rolling