+77.5%
PRU vs FND
+66.0%
+11.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | +1.9% | -5.2% | +7.1% | +3.2% |
| 30D | +2.7% | -19.9% | +22.6% | +8.4% |
| 3M | +19.5% | +2.7% | +16.7% | +17.1% |
| 6M | +26.6% | -21.7% | +48.3% | +32.4% |
| YTD | +12.3% | -17.5% | +29.8% | +15.0% |
| 1Y | +18.0% | -39.3% | +57.3% | +30.4% |
| 3Y | +47.0% | -49.8% | +96.8% | +63.4% |
| 5Y | +48.4% | -60.1% | +108.5% | +66.7% |
| All | +77.5% | +66.0% | +11.5% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling