+3,624.0%
FTI vs PRU
+806.6%
+2,817.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | +5.3% | +1.9% | +3.4% | +4.3% |
| 30D | +15.3% | +2.7% | +12.6% | +13.8% |
| 3M | +15.8% | +19.5% | -3.7% | +6.0% |
| 6M | +22.6% | +26.6% | -4.1% | +8.7% |
| YTD | +79.5% | +12.3% | +67.2% | +68.2% |
| 1Y | +102.0% | +18.0% | +84.0% | +84.4% |
| 3Y | +315.8% | +47.0% | +268.8% | +241.3% |
| 5Y | +1,129.5% | +48.4% | +1,081.1% | +911.6% |
| 10Y | +320.9% | +142.4% | +178.5% | +191.2% |
| All | +3,624.0% | +806.6% | +2,817.4% | +1,084.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling