+278.4%
FTI vs PRU
+46.6%
+231.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -0.9% |
| 7D | -0.2% | +1.9% | -2.1% | -1.3% |
| 30D | +12.3% | -0.4% | +12.8% | +12.5% |
| 3M | +13.8% | +16.4% | -2.7% | +3.7% |
| 6M | +24.3% | +26.0% | -1.7% | +7.3% |
| YTD | +75.8% | +9.9% | +65.9% | +64.8% |
| 1Y | +99.6% | +18.8% | +80.9% | +77.3% |
| 3Y | +278.4% | +45.4% | +233.1% | +205.5% |
| All | +278.4% | +46.6% | +231.8% | +205.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling