+145.5%
PRU vs FFIV
+216.0%
-70.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | +1.9% | -1.0% | +2.8% | +2.2% |
| 30D | +2.7% | -5.1% | +7.8% | +4.8% |
| 3M | +19.5% | -4.5% | +23.9% | +20.8% |
| 6M | +26.6% | +36.5% | -9.8% | +7.5% |
| YTD | +12.3% | +53.0% | -40.6% | -10.4% |
| 1Y | +18.0% | +24.2% | -6.2% | +3.2% |
| 3Y | +47.0% | +137.2% | -90.2% | -9.1% |
| 5Y | +48.4% | +91.8% | -43.3% | -1.5% |
| All | +145.5% | +216.0% | -70.6% | +16.3% |
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