+145.5%
PRU vs FDS
+87.3%
+58.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.6% | +0.5% |
| 7D | +1.9% | -1.9% | +3.8% | +2.6% |
| 30D | +2.7% | +9.0% | -6.3% | -1.3% |
| 3M | +19.5% | +18.9% | +0.6% | +9.3% |
| 6M | +26.6% | +35.1% | -8.5% | +7.2% |
| YTD | +12.3% | +5.5% | +6.8% | +6.3% |
| 1Y | +18.0% | -16.8% | +34.9% | +24.9% |
| 3Y | +47.0% | -28.1% | +75.1% | +65.5% |
| 5Y | +48.4% | -17.4% | +65.8% | +49.9% |
| All | +145.5% | +87.3% | +58.1% | +43.9% |
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