+99.2%
PRU vs FDS
+127.5%
-28.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | +3.8% | -2.0% | +5.8% | +4.7% |
| 30D | +9.0% | +13.5% | -4.5% | +3.2% |
| 3M | +2.1% | +15.2% | -13.0% | -4.7% |
| 6M | +25.4% | +47.0% | -21.6% | +2.7% |
| YTD | +13.5% | +13.9% | -0.4% | +3.4% |
| 1Y | +21.3% | +25.2% | -3.8% | +4.6% |
| 3Y | +55.1% | -25.3% | +80.5% | +72.2% |
| 5Y | +43.6% | -23.3% | +66.9% | +53.3% |
| 10Y | +99.2% | +126.0% | -26.8% | +10.3% |
| All | +99.2% | +127.5% | -28.2% | +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