+147.7%
PRU vs FIVN
+254.6%
-106.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | 0.0% | -17.4% | +17.4% | +1.8% |
| 30D | +7.9% | -20.4% | +28.3% | +10.2% |
| 3M | +0.9% | -9.6% | +10.5% | +1.3% |
| 6M | +22.4% | +34.7% | -12.3% | +17.0% |
| YTD | +12.7% | +40.6% | -27.9% | +6.2% |
| 1Y | +19.6% | +34.3% | -14.7% | +13.1% |
| 3Y | +54.0% | -55.5% | +109.5% | +58.3% |
| 5Y | +41.0% | -82.5% | +123.5% | +51.6% |
| 10Y | +97.4% | +93.2% | +4.2% | +59.0% |
| All | +147.7% | +254.6% | -106.9% | +85.9% |
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