+17.3%
PRU vs FND
-45.4%
+62.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -1.9% | -0.8% | -1.1% | -1.8% |
| 30D | -2.6% | -19.6% | +17.0% | -0.7% |
| 3M | +14.7% | -4.3% | +19.0% | +14.5% |
| 6M | +25.7% | -20.4% | +46.1% | +27.8% |
| YTD | +8.3% | -21.9% | +30.1% | +9.2% |
| 1Y | +17.3% | -45.2% | +62.5% | +21.5% |
| All | +17.3% | -45.4% | +62.7% | +21.5% |
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