+50.4%
PRU vs USFR
+14.4%
+35.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.7% |
| 7D | +2.4% | +0.1% | +2.3% | +2.1% |
| 30D | +6.1% | +0.4% | +5.7% | +4.8% |
| 3M | -0.7% | +1.1% | -1.8% | -4.5% |
| 6M | +22.1% | +2.1% | +20.0% | +12.3% |
| YTD | +9.8% | +3.4% | +6.4% | -5.2% |
| 1Y | +19.4% | +4.1% | +15.2% | -1.0% |
| 3Y | +50.4% | +14.4% | +36.0% | +27.8% |
| All | +50.4% | +14.4% | +35.9% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling