+147.9%
PRU vs USFD
+329.0%
-181.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +1.9% | -3.0% | +4.9% | +3.1% |
| 30D | +2.7% | +3.5% | -0.8% | +1.0% |
| 3M | +19.5% | +26.6% | -7.1% | +7.7% |
| 6M | +26.6% | +11.7% | +14.9% | +19.8% |
| YTD | +12.3% | +38.1% | -25.8% | -4.1% |
| 1Y | +18.0% | +33.4% | -15.3% | +2.0% |
| 3Y | +47.0% | +155.8% | -108.8% | -4.9% |
| 5Y | +48.4% | +214.0% | -165.6% | -14.7% |
| 10Y | +142.4% | +320.4% | -177.9% | +28.5% |
| All | +147.9% | +329.0% | -181.2% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling