+19.6%
PRU vs FND
-23.4%
+43.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +0.1% |
| 7D | 0.0% | -5.1% | +5.1% | +0.7% |
| 30D | +7.9% | +9.2% | -1.3% | +6.8% |
| 3M | +0.9% | -17.7% | +18.6% | +2.4% |
| 6M | +22.4% | +2.5% | +19.9% | +20.5% |
| YTD | +12.7% | -19.8% | +32.5% | +12.0% |
| 1Y | +19.6% | -22.7% | +42.3% | +19.9% |
| All | +19.6% | -23.4% | +43.0% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling