+176.5%
PRU vs FTV
+119.0%
+57.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.6% | -2.6% |
| 7D | +2.4% | +0.2% | +2.2% | +2.3% |
| 30D | +6.1% | +15.7% | -9.5% | -4.0% |
| 3M | -0.7% | +7.5% | -8.3% | -5.9% |
| 6M | +22.1% | +8.5% | +13.6% | +14.2% |
| YTD | +9.8% | +18.8% | -9.0% | -5.8% |
| 1Y | +19.4% | +28.5% | -9.2% | -3.5% |
| 3Y | +50.4% | +34.0% | +16.4% | +14.5% |
| 5Y | +37.2% | +12.6% | +24.6% | +16.5% |
| 10Y | +119.5% | +111.4% | +8.1% | +25.1% |
| All | +176.5% | +119.0% | +57.5% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling