+146.9%
PRU vs FIVN
+318.5%
-171.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.7% |
| 7D | +1.9% | -2.3% | +4.2% | +2.1% |
| 30D | +2.7% | +12.4% | -9.7% | +1.1% |
| 3M | +19.5% | +36.0% | -16.6% | +14.9% |
| 6M | +26.6% | +86.0% | -59.3% | +16.9% |
| YTD | +12.3% | +65.9% | -53.6% | +4.6% |
| 1Y | +18.0% | +26.5% | -8.5% | +12.8% |
| 3Y | +47.0% | -54.2% | +101.2% | +51.0% |
| 5Y | +48.4% | -80.5% | +128.9% | +58.1% |
| 10Y | +142.4% | +109.6% | +32.8% | +94.3% |
| All | +146.9% | +318.5% | -171.6% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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