+174.8%
FTI vs PRU
+107.2%
+67.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.1% |
| 7D | -3.3% | +3.8% | -7.1% | -6.6% |
| 30D | -7.2% | +9.0% | -16.2% | -14.5% |
| 3M | -12.9% | +2.1% | -15.0% | -15.5% |
| 6M | -7.9% | +25.4% | -33.3% | -25.0% |
| YTD | +45.2% | +13.5% | +31.6% | +26.6% |
| 1Y | +48.1% | +21.3% | +26.7% | +21.9% |
| 3Y | +205.0% | +55.1% | +149.9% | +98.4% |
| 5Y | +838.8% | +43.6% | +795.3% | +540.4% |
| 10Y | +174.8% | +99.2% | +75.5% | +39.7% |
| All | +174.8% | +107.2% | +67.6% | +39.7% |
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