+81.0%
F vs PRU
+115.4%
-34.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | -0.9% |
| 7D | -0.6% | +3.2% | -3.8% | -2.9% |
| 30D | +2.9% | +7.9% | -5.0% | -2.4% |
| 3M | -9.5% | +1.8% | -11.3% | -10.8% |
| 6M | +4.0% | +24.1% | -20.1% | -10.8% |
| YTD | -1.3% | +12.4% | -13.6% | -10.1% |
| 1Y | -1.9% | +20.9% | -22.8% | -15.1% |
| 3Y | +53.5% | +55.5% | -2.0% | +10.3% |
| 5Y | -15.1% | +42.7% | -57.8% | -35.2% |
| 10Y | +81.0% | +106.1% | -25.2% | -7.3% |
| All | +81.0% | +115.4% | -34.4% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling