+655.5%
FN vs PRU
+121.2%
+534.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.3% | -11.0% | -12.9% |
| 7D | -16.0% | +4.8% | -20.8% | -17.7% |
| 30D | -40.1% | +7.9% | -48.0% | -42.2% |
| 3M | -43.9% | +3.1% | -47.0% | -45.0% |
| 6M | -55.6% | +25.2% | -80.9% | -60.2% |
| YTD | -35.7% | +12.7% | -48.4% | -39.8% |
| 1Y | -39.8% | +23.5% | -63.3% | -46.0% |
| 3Y | +80.3% | +50.6% | +29.7% | +47.6% |
| 5Y | +143.3% | +40.9% | +102.4% | +102.5% |
| All | +655.5% | +121.2% | +534.3% | +515.6% |
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