+42.2%
PRU vs FCUV
-99.7%
+141.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +136.0% | -135.1% | +0.2% |
| 7D | +3.6% | +148.8% | -145.2% | +2.9% |
| 30D | +8.9% | +95.0% | -86.2% | +8.2% |
| 3M | +0.2% | +27.8% | -27.6% | -0.4% |
| 6M | +23.7% | +121.0% | -97.2% | +20.5% |
| YTD | +13.7% | -78.1% | +91.9% | +15.0% |
| 1Y | +20.6% | -94.3% | +114.9% | +25.3% |
| 3Y | +56.3% | -98.9% | +155.2% | +64.3% |
| All | +42.2% | -99.7% | +141.9% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 5y: compounded portfolio wealth divided by compounded FCUV 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…
5y analysis · Full analysis span regression · 6 months rolling