+906.2%
FN vs PRU
+142.7%
+763.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.6% |
| 7D | -1.7% | +1.9% | -3.5% | -2.5% |
| 30D | -22.0% | +2.7% | -24.7% | -23.0% |
| 3M | -43.0% | +19.5% | -62.5% | -47.6% |
| 6M | -27.7% | +26.6% | -54.4% | -35.4% |
| YTD | -10.5% | +12.3% | -22.9% | -15.8% |
| 1Y | +12.5% | +18.0% | -5.6% | +3.2% |
| 3Y | +153.8% | +47.0% | +106.8% | +110.7% |
| 5Y | +288.0% | +48.4% | +239.6% | +217.6% |
| All | +906.2% | +142.7% | +763.5% | +523.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling