+45.6%
PRU vs FCUV
-99.8%
+145.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -65.2% | +63.1% | -1.8% |
| 7D | +1.9% | -47.9% | +49.8% | +2.0% |
| 30D | -0.4% | +13.7% | -14.1% | -0.7% |
| 3M | +16.4% | +97.0% | -80.6% | +13.8% |
| 6M | +26.0% | -66.1% | +92.1% | +26.3% |
| YTD | +9.9% | -81.8% | +91.7% | +11.4% |
| 1Y | +18.8% | -93.3% | +112.1% | +22.3% |
| 3Y | +45.3% | -99.2% | +144.6% | +53.4% |
| 5Y | +45.6% | -99.9% | +145.4% | +63.6% |
| All | +45.6% | -99.8% | +145.4% | +63.6% |
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