+54.4%
PRU vs FGI
+2.3%
+52.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +4.8% | -11.6% | +16.4% | +4.8% |
| 30D | +7.9% | -3.3% | +11.1% | +7.9% |
| 3M | +3.1% | +65.6% | -62.5% | +2.9% |
| 6M | +25.2% | -2.8% | +28.0% | +24.8% |
| YTD | +12.7% | +30.1% | -17.4% | +12.6% |
| 1Y | +23.5% | +50.2% | -26.7% | +23.8% |
| All | +54.4% | +2.3% | +52.1% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling