+112.0%
PRU vs USFD
+369.7%
-257.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.5% | -2.6% |
| 7D | +2.4% | +3.0% | -0.6% | +1.1% |
| 30D | +6.1% | +11.1% | -4.9% | +1.5% |
| 3M | -0.7% | -0.3% | -0.4% | -0.9% |
| 6M | +22.1% | +15.9% | +6.2% | +13.7% |
| YTD | +9.8% | +41.6% | -31.8% | -7.5% |
| 1Y | +19.4% | +49.4% | -30.0% | -2.1% |
| 3Y | +50.4% | +157.8% | -107.5% | -3.4% |
| 5Y | +37.2% | +176.6% | -139.5% | -17.0% |
| All | +112.0% | +369.7% | -257.7% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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