+356.4%
PRU vs FIVE
+868.1%
-511.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -2.2% |
| 7D | +1.9% | +4.3% | -2.4% | +0.7% |
| 30D | +2.7% | +12.5% | -9.8% | -0.5% |
| 3M | +19.5% | +31.2% | -11.8% | +11.1% |
| 6M | +26.6% | +14.4% | +12.3% | +20.8% |
| YTD | +12.3% | +33.9% | -21.6% | +2.9% |
| 1Y | +18.0% | +65.1% | -47.0% | +2.0% |
| 3Y | +47.0% | +49.0% | -1.9% | +21.9% |
| 5Y | +48.4% | +30.3% | +18.1% | +22.1% |
| 10Y | +142.4% | +481.1% | -338.7% | +35.9% |
| All | +356.4% | +868.1% | -511.7% | +129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling