+183.0%
PRU vs FTV
+90.8%
+92.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.3% |
| 7D | +1.9% | -4.5% | +6.4% | +5.1% |
| 30D | +2.7% | -7.1% | +9.8% | +7.9% |
| 3M | +19.5% | -7.2% | +26.6% | +24.7% |
| 6M | +26.6% | -1.5% | +28.1% | +26.2% |
| YTD | +12.3% | +3.5% | +8.9% | +6.2% |
| 1Y | +18.0% | +20.3% | -2.3% | -0.5% |
| 3Y | +47.0% | -3.1% | +50.1% | +41.7% |
| 5Y | +48.4% | +2.3% | +46.1% | +33.8% |
| 10Y | +142.4% | +76.3% | +66.1% | +54.7% |
| All | +183.0% | +90.8% | +92.2% | +74.5% |
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 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