+54.4%
PRU vs FIVE
+35.4%
+19.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | -2.7% |
| 7D | +4.8% | -1.7% | +6.5% | +5.0% |
| 30D | +7.9% | +14.9% | -7.1% | +5.9% |
| 3M | +3.1% | +7.6% | -4.5% | +1.9% |
| 6M | +25.2% | +6.4% | +18.8% | +23.4% |
| YTD | +12.7% | +28.1% | -15.3% | +8.0% |
| 1Y | +23.5% | +54.7% | -31.2% | +15.2% |
| All | +54.4% | +35.4% | +19.0% | +33.2% |
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