+421.0%
FERG vs PRU
+97.4%
+323.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | +8.2% | 0.0% | +8.2% | +8.2% |
| 30D | +14.4% | +7.9% | +6.4% | +12.7% |
| 3M | +4.3% | +0.9% | +3.5% | +4.2% |
| 6M | +7.9% | +22.4% | -14.5% | +3.6% |
| YTD | +16.3% | +12.7% | +3.6% | +13.2% |
| 1Y | +2.2% | +19.6% | -17.3% | -1.5% |
| 3Y | +67.3% | +54.0% | +13.3% | +54.5% |
| 5Y | +75.3% | +41.0% | +34.3% | +62.9% |
| All | +421.0% | +97.4% | +323.6% | +386.9% |
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