+194.1%
FTI vs PRU
+46.4%
+147.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.8% | +4.4% |
| 7D | -7.6% | +2.4% | -10.0% | -9.1% |
| 30D | -7.1% | +6.1% | -13.3% | -10.7% |
| 3M | -8.7% | -0.7% | -8.0% | -8.9% |
| 6M | -14.0% | +22.1% | -36.0% | -24.5% |
| YTD | +42.8% | +9.8% | +33.1% | +33.1% |
| 1Y | +50.4% | +19.4% | +31.0% | +32.1% |
| 3Y | +194.1% | +50.4% | +143.7% | +113.5% |
| All | +194.1% | +46.4% | +147.7% | +113.5% |
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