+65.0%
FERG vs PRU
+36.1%
+28.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.5% |
| 7D | -2.1% | +2.4% | -4.5% | -3.2% |
| 30D | +8.7% | +6.1% | +2.5% | +5.5% |
| 3M | -7.4% | -0.7% | -6.7% | -7.3% |
| 6M | -6.6% | +22.1% | -28.7% | -15.9% |
| YTD | +6.6% | +9.8% | -3.2% | +0.8% |
| 1Y | -3.6% | +19.4% | -22.9% | -12.8% |
| 3Y | +56.4% | +50.4% | +6.0% | +21.7% |
| All | +65.0% | +36.1% | +28.9% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling