+297.5%
FTI vs PRU
+139.4%
+158.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -0.4% |
| 7D | -0.2% | +1.9% | -2.1% | -1.8% |
| 30D | +12.3% | -0.4% | +12.8% | +12.6% |
| 3M | +13.8% | +16.4% | -2.7% | -0.2% |
| 6M | +24.3% | +26.0% | -1.7% | +1.3% |
| YTD | +75.8% | +9.9% | +65.9% | +59.4% |
| 1Y | +99.6% | +18.8% | +80.9% | +68.9% |
| 3Y | +278.4% | +45.4% | +233.1% | +162.9% |
| 5Y | +1,168.7% | +45.6% | +1,123.1% | +768.3% |
| 10Y | +297.5% | +139.6% | +157.9% | +107.0% |
| All | +297.5% | +139.4% | +158.2% | +107.0% |
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