+45.3%
PRU vs FND
-49.6%
+94.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -1.4% |
| 7D | +1.9% | +0.4% | +1.5% | +1.9% |
| 30D | -0.4% | -23.6% | +23.1% | +3.8% |
| 3M | +16.4% | +4.3% | +12.1% | +14.5% |
| 6M | +26.0% | -20.3% | +46.3% | +29.5% |
| YTD | +9.9% | -21.3% | +31.2% | +12.5% |
| 1Y | +18.8% | -45.4% | +64.1% | +30.1% |
| 3Y | +45.3% | -48.9% | +94.2% | +53.8% |
| All | +45.3% | -49.6% | +94.9% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling