+98.4%
PRU vs FFIV
+130.1%
-31.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -2.8% | -2.9% | +0.1% | -1.6% |
| 30D | +8.5% | -32.4% | +40.9% | +25.9% |
| 3M | +1.7% | -22.7% | +24.5% | +10.4% |
| 6M | +24.8% | -10.7% | +35.4% | +25.4% |
| YTD | +13.3% | +25.4% | -12.1% | -4.4% |
| 1Y | +21.4% | +34.2% | -12.8% | -1.0% |
| 3Y | +54.8% | +101.2% | -46.4% | -0.8% |
| 5Y | +42.4% | +42.0% | +0.4% | +6.1% |
| 10Y | +98.4% | +126.7% | -28.3% | +1.6% |
| All | +98.4% | +130.1% | -31.6% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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