+1,382.0%
FERG vs PRU
+339.5%
+1,042.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.5% |
| 7D | -2.1% | +2.4% | -4.5% | -2.4% |
| 30D | +8.7% | +6.1% | +2.5% | +7.8% |
| 3M | -7.4% | -0.7% | -6.7% | -7.3% |
| 6M | -6.6% | +22.1% | -28.7% | -9.2% |
| YTD | +6.6% | +9.8% | -3.2% | +5.0% |
| 1Y | -3.6% | +19.4% | -22.9% | -6.0% |
| 3Y | +56.4% | +50.4% | +6.0% | +48.5% |
| 5Y | +67.5% | +37.2% | +30.3% | +59.9% |
| 10Y | +434.6% | +119.5% | +315.1% | +401.0% |
| All | +1,382.0% | +339.5% | +1,042.5% | +1,333.0% |
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 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