+106.1%
PRU vs FTV
+113.3%
-7.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.3% | +0.5% |
| 7D | +3.2% | +0.4% | +2.8% | +3.0% |
| 30D | +7.9% | +17.2% | -9.3% | -3.4% |
| 3M | +1.8% | +8.9% | -7.1% | -4.4% |
| 6M | +24.1% | +11.3% | +12.9% | +14.0% |
| YTD | +12.4% | +21.9% | -9.6% | -5.6% |
| 1Y | +20.9% | +31.6% | -10.6% | -4.1% |
| 3Y | +55.5% | +38.1% | +17.4% | +15.2% |
| 5Y | +42.7% | +15.7% | +27.0% | +18.5% |
| 10Y | +106.1% | +107.5% | -1.3% | +9.5% |
| All | +106.1% | +113.3% | -7.2% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling