+42.7%
PRU vs FIVE
+19.1%
+23.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.6% | -3.2% | +1.4% |
| 7D | +3.2% | +6.2% | -3.0% | +2.1% |
| 30D | +7.9% | +18.2% | -10.3% | +4.9% |
| 3M | +1.8% | +3.8% | -2.0% | +0.9% |
| 6M | +24.1% | +13.7% | +10.4% | +20.5% |
| YTD | +12.4% | +34.7% | -22.4% | +5.5% |
| 1Y | +20.9% | +66.6% | -45.7% | +9.3% |
| 3Y | +55.5% | +44.3% | +11.2% | +37.7% |
| 5Y | +42.7% | +18.8% | +23.9% | +29.6% |
| All | +42.7% | +19.1% | +23.5% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling