+78.1%
PRU vs FND
+61.4%
+16.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +0.6% |
| 7D | 0.0% | -5.1% | +5.1% | +1.3% |
| 30D | +7.9% | +9.2% | -1.3% | +5.4% |
| 3M | +0.9% | -17.7% | +18.6% | +5.5% |
| 6M | +22.4% | +2.5% | +19.9% | +19.4% |
| YTD | +12.7% | -19.8% | +32.5% | +15.9% |
| 1Y | +19.6% | -22.7% | +42.3% | +23.9% |
| 3Y | +54.0% | -38.3% | +92.3% | +61.1% |
| 5Y | +41.0% | -63.0% | +104.0% | +62.0% |
| All | +78.1% | +61.4% | +16.7% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling