+79.0%
PRU vs FND
+68.8%
+10.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -2.8% | -4.4% | +1.6% | -1.7% |
| 30D | +8.5% | +14.5% | -6.0% | +4.7% |
| 3M | +1.7% | -15.6% | +17.4% | +5.8% |
| 6M | +24.8% | +4.7% | +20.0% | +21.1% |
| YTD | +13.3% | -16.1% | +29.4% | +15.2% |
| 1Y | +21.4% | -16.0% | +37.4% | +23.1% |
| 3Y | +54.8% | -35.5% | +90.3% | +60.1% |
| 5Y | +42.4% | -60.5% | +102.9% | +60.7% |
| All | +79.0% | +68.8% | +10.2% | +27.3% |
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