+106.1%
PRU vs FIVE
+596.6%
-490.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.6% | -3.2% | +0.8% |
| 7D | +3.2% | +6.2% | -3.0% | +1.5% |
| 30D | +7.9% | +18.2% | -10.3% | +3.1% |
| 3M | +1.8% | +3.8% | -2.0% | +0.3% |
| 6M | +24.1% | +13.7% | +10.4% | +18.1% |
| YTD | +12.4% | +34.7% | -22.4% | +1.3% |
| 1Y | +20.9% | +66.6% | -45.7% | +2.5% |
| 3Y | +55.5% | +44.3% | +11.2% | +27.6% |
| 5Y | +42.7% | +18.8% | +23.9% | +19.2% |
| 10Y | +106.1% | +569.2% | -463.1% | +4.3% |
| All | +106.1% | +596.6% | -490.4% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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