+38.9%
PRU vs FGI
-70.4%
+109.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.5% | -1.0% |
| 7D | +1.9% | +0.5% | +1.3% | +1.9% |
| 30D | +2.7% | +65.4% | -62.7% | +1.9% |
| 3M | +19.5% | +23.5% | -4.0% | +18.6% |
| 6M | +26.6% | +60.5% | -33.9% | +25.2% |
| YTD | +12.3% | +30.0% | -17.7% | +11.2% |
| 1Y | +18.0% | +82.1% | -64.0% | +16.9% |
| 3Y | +47.0% | -4.4% | +51.4% | +47.1% |
| All | +38.9% | -70.4% | +109.2% | +40.1% |
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