+430.3%
FERG vs PRU
+107.2%
+323.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | +7.2% | +3.8% | +3.4% | +6.5% |
| 30D | +17.9% | +9.0% | +8.9% | +16.0% |
| 3M | -1.3% | +2.1% | -3.4% | -1.7% |
| 6M | +8.3% | +25.4% | -17.1% | +3.5% |
| YTD | +18.3% | +13.5% | +4.8% | +15.1% |
| 1Y | +4.7% | +21.3% | -16.6% | +0.5% |
| 3Y | +70.3% | +55.1% | +15.2% | +57.0% |
| 5Y | +84.6% | +43.6% | +41.1% | +71.2% |
| 10Y | +430.3% | +99.2% | +331.1% | +393.0% |
| All | +430.3% | +107.2% | +323.1% | +393.0% |
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