-29.1%
FN vs PRU
+19.8%
-48.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.6% | +14.3% | +11.7% |
| 7D | 0.0% | +2.4% | -2.4% | +0.2% |
| 30D | -34.3% | +6.1% | -40.4% | -34.4% |
| 3M | -39.9% | -0.7% | -39.1% | -39.3% |
| 6M | -51.8% | +22.1% | -73.9% | -54.8% |
| YTD | -28.1% | +9.8% | -37.9% | -31.1% |
| 1Y | -29.1% | +19.4% | -48.4% | -32.5% |
| All | -29.1% | +19.8% | -48.8% | -32.5% |
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