+153.9%
PRU vs USFR
+27.5%
+126.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | +2.7% | +0.3% | +2.4% | +2.5% |
| 3M | +19.5% | +1.0% | +18.5% | +18.8% |
| 6M | +26.6% | +1.9% | +24.7% | +25.2% |
| YTD | +12.3% | +2.6% | +9.7% | +10.6% |
| 1Y | +18.0% | +4.0% | +14.0% | +15.3% |
| 3Y | +47.0% | +14.1% | +32.9% | +36.3% |
| 5Y | +48.4% | +20.4% | +28.0% | +33.4% |
| 10Y | +142.4% | +28.0% | +114.4% | +112.2% |
| All | +153.9% | +27.5% | +126.3% | +122.1% |
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