+148.1%
PRU vs USFR
+28.5%
+119.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | +6.1% | +0.4% | +5.7% | +5.9% |
| 3M | -0.7% | +1.1% | -1.8% | -1.3% |
| 6M | +22.1% | +2.1% | +20.0% | +20.6% |
| YTD | +9.8% | +3.4% | +6.4% | +7.6% |
| 1Y | +19.4% | +4.1% | +15.2% | +16.5% |
| 3Y | +50.4% | +14.4% | +36.0% | +39.2% |
| 5Y | +37.2% | +21.3% | +15.8% | +22.7% |
| 10Y | +119.5% | +28.5% | +91.0% | +91.5% |
| All | +148.1% | +28.5% | +119.6% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling