+1,348.4%
FERG vs PRU
+349.7%
+998.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.5% |
| 7D | 0.0% | +1.9% | -1.9% | -0.3% |
| 30D | -10.2% | +2.7% | -12.9% | -10.5% |
| 3M | -0.6% | +19.5% | -20.0% | -3.0% |
| 6M | -6.5% | +26.6% | -33.2% | -9.6% |
| YTD | +4.2% | +12.3% | -8.2% | +2.3% |
| 1Y | -2.3% | +18.0% | -20.3% | -4.7% |
| 3Y | +48.5% | +47.0% | +1.5% | +41.2% |
| 5Y | +72.0% | +48.4% | +23.6% | +63.3% |
| 10Y | +369.9% | +142.4% | +227.4% | +337.7% |
| All | +1,348.4% | +349.7% | +998.7% | +1,296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling