+352.7%
FERG vs PRU
+135.5%
+217.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | +0.9% | -1.9% | +2.8% | +1.3% |
| 30D | -15.1% | -2.6% | -12.5% | -14.6% |
| 3M | -4.8% | +14.7% | -19.5% | -7.5% |
| 6M | -2.5% | +25.7% | -28.1% | -6.9% |
| YTD | +1.8% | +8.3% | -6.5% | -0.1% |
| 1Y | -0.3% | +17.3% | -17.6% | -3.8% |
| 3Y | +52.9% | +43.2% | +9.7% | +42.8% |
| 5Y | +69.3% | +43.5% | +25.8% | +57.8% |
| 10Y | +352.7% | +134.6% | +218.1% | +309.1% |
| All | +352.7% | +135.5% | +217.2% | +309.1% |
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