+48.1%
FTI vs PRU
+22.1%
+26.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -3.3% | +3.8% | -7.1% | -3.5% |
| 30D | -7.2% | +9.0% | -16.2% | -8.4% |
| 3M | -12.9% | +2.1% | -15.0% | -12.7% |
| 6M | -7.9% | +25.4% | -33.3% | -12.6% |
| YTD | +45.2% | +13.5% | +31.6% | +40.1% |
| 1Y | +48.1% | +21.3% | +26.7% | +37.6% |
| All | +48.1% | +22.1% | +26.0% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling