+148.8%
PRU vs USFD
+340.6%
-191.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.1% |
| 7D | +4.8% | +3.9% | +0.9% | +3.1% |
| 30D | +7.9% | +10.7% | -2.8% | +3.4% |
| 3M | +3.1% | +6.3% | -3.2% | +0.1% |
| 6M | +25.2% | +16.2% | +9.0% | +16.5% |
| YTD | +12.7% | +41.9% | -29.1% | -5.0% |
| 1Y | +23.5% | +44.2% | -20.7% | +3.0% |
| 3Y | +50.6% | +159.8% | -109.2% | -3.3% |
| 5Y | +40.9% | +177.1% | -136.2% | -14.5% |
| 10Y | +125.5% | +376.2% | -250.7% | +16.8% |
| All | +148.8% | +340.6% | -191.9% | +29.7% |
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