+211.6%
FTI vs PRU
+56.8%
+154.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.1% | +1.6% |
| 7D | +4.3% | +3.6% | +0.7% | +2.5% |
| 30D | -4.7% | +8.9% | -13.5% | -9.4% |
| 3M | -13.5% | +0.2% | -13.7% | -14.0% |
| 6M | -8.7% | +23.7% | -32.4% | -20.1% |
| YTD | +49.0% | +13.7% | +35.3% | +36.5% |
| 1Y | +54.0% | +20.6% | +33.4% | +35.4% |
| 3Y | +211.6% | +56.3% | +155.3% | +127.2% |
| All | +211.6% | +56.8% | +154.9% | +127.2% |
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