+123.0%
PRU vs FWONK
+281.7%
-158.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -2.3% |
| 7D | -1.9% | -0.6% | -1.3% | -1.7% |
| 30D | -2.6% | -5.8% | +3.2% | -0.4% |
| 3M | +14.7% | +10.0% | +4.7% | +10.1% |
| 6M | +25.7% | +14.7% | +11.0% | +18.3% |
| YTD | +8.3% | -1.7% | +10.0% | +7.8% |
| 1Y | +17.3% | -4.6% | +21.9% | +17.9% |
| 3Y | +43.2% | +46.7% | -3.5% | +18.4% |
| 5Y | +43.5% | +99.4% | -55.9% | +1.5% |
| 10Y | +134.6% | +345.6% | -211.0% | +18.4% |
| All | +123.0% | +281.7% | -158.7% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling