+21.3%
PRU vs FFIV
+28.6%
-7.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.0% |
| 7D | +3.8% | -4.2% | +8.0% | +4.2% |
| 30D | +9.0% | -33.9% | +42.9% | +13.7% |
| 3M | +2.1% | -22.6% | +24.7% | +3.6% |
| 6M | +25.4% | -10.4% | +35.8% | +21.9% |
| YTD | +13.5% | +24.3% | -10.8% | -1.8% |
| 1Y | +21.3% | +31.8% | -10.5% | +2.0% |
| All | +21.3% | +28.6% | -7.3% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling