+134.6%
PRU vs FTV
+78.2%
+56.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.6% |
| 7D | -1.9% | -1.3% | -0.6% | -1.0% |
| 30D | -2.6% | -9.5% | +6.9% | +4.3% |
| 3M | +14.7% | -10.9% | +25.6% | +23.3% |
| 6M | +25.7% | -0.6% | +26.3% | +24.4% |
| YTD | +8.3% | +1.4% | +6.8% | +3.7% |
| 1Y | +17.3% | +17.6% | -0.3% | +0.3% |
| 3Y | +43.2% | -3.3% | +46.4% | +37.8% |
| 5Y | +43.5% | -0.1% | +43.7% | +31.5% |
| 10Y | +134.6% | +82.5% | +52.1% | +46.2% |
| All | +134.6% | +78.2% | +56.4% | +46.2% |
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