+35.7%
PRU vs FGI
-70.6%
+106.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.6% |
| 7D | +2.4% | -7.0% | +9.3% | +2.4% |
| 30D | +6.1% | -4.2% | +10.4% | +6.1% |
| 3M | -0.7% | +55.6% | -56.3% | -1.5% |
| 6M | +22.1% | -3.2% | +25.2% | +21.3% |
| YTD | +9.8% | +29.1% | -19.3% | +8.6% |
| 1Y | +19.4% | +51.0% | -31.6% | +18.0% |
| 3Y | +50.4% | +1.5% | +48.8% | +49.9% |
| All | +35.7% | -70.6% | +106.3% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling