+106.1%
PRU vs FDS
+135.1%
-29.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.5% |
| 7D | +3.2% | -5.0% | +8.1% | +5.4% |
| 30D | +7.9% | +13.8% | -5.8% | +2.1% |
| 3M | +1.8% | +14.8% | -13.0% | -4.9% |
| 6M | +24.1% | +47.4% | -23.2% | +1.5% |
| YTD | +12.4% | +14.2% | -1.8% | +2.2% |
| 1Y | +20.9% | +26.6% | -5.7% | +3.6% |
| 3Y | +55.5% | -24.4% | +79.9% | +71.5% |
| 5Y | +42.7% | -22.6% | +65.3% | +51.6% |
| 10Y | +106.1% | +130.0% | -23.8% | +10.3% |
| All | +106.1% | +135.1% | -29.0% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling