+37.0%
PRU vs FIVE
+14.2%
+22.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | +6.1% | +17.7% | -11.5% | +3.3% |
| 3M | -0.7% | +4.0% | -4.7% | -1.7% |
| 6M | +22.1% | +2.6% | +19.5% | +20.6% |
| YTD | +9.8% | +27.6% | -17.8% | +4.1% |
| 1Y | +19.4% | +59.9% | -40.6% | +8.7% |
| 3Y | +50.4% | +35.8% | +14.6% | +34.6% |
| All | +37.0% | +14.2% | +22.8% | +24.8% |
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