+49.8%
PRU vs FTV
-0.9%
+50.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +1.9% | -4.5% | +6.4% | +3.9% |
| 30D | +2.7% | -7.1% | +9.8% | +5.9% |
| 3M | +19.5% | -7.2% | +26.6% | +22.8% |
| 6M | +26.6% | -1.5% | +28.1% | +26.4% |
| YTD | +12.3% | +3.5% | +8.9% | +8.4% |
| 1Y | +18.0% | +20.3% | -2.3% | +4.3% |
| All | +49.8% | -0.9% | +50.8% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling