+49.6%
PRU vs FIVE
+50.0%
-0.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -1.6% |
| 7D | +1.9% | +4.3% | -2.4% | +1.3% |
| 30D | +2.7% | +12.5% | -9.8% | +0.9% |
| 3M | +19.5% | +31.2% | -11.8% | +14.8% |
| 6M | +26.6% | +14.4% | +12.3% | +23.5% |
| YTD | +12.3% | +33.9% | -21.6% | +7.0% |
| 1Y | +18.0% | +65.1% | -47.0% | +8.8% |
| All | +49.6% | +50.0% | -0.5% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling