-25.7%
FN vs PRU
+27.9%
-53.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.6% | -12.6% | -5.8% |
| 7D | -7.0% | +9.8% | -16.7% | -7.0% |
| 30D | -24.7% | +11.6% | -36.3% | -24.9% |
| 3M | -35.7% | +3.7% | -39.3% | -35.0% |
| 6M | -52.4% | +33.0% | -85.4% | -55.8% |
| YTD | -25.0% | +16.6% | -41.5% | -28.2% |
| 1Y | -25.7% | +26.9% | -52.6% | -27.2% |
| All | -25.7% | +27.9% | -53.5% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling