+3,689.8%
FN vs PRU
+311.9%
+3,377.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.6% |
| 7D | -1.7% | +1.9% | -3.5% | -2.7% |
| 30D | -22.0% | +2.7% | -24.7% | -23.1% |
| 3M | -43.0% | +19.5% | -62.5% | -48.2% |
| 6M | -27.7% | +26.6% | -54.4% | -36.4% |
| YTD | -10.5% | +12.3% | -22.9% | -16.6% |
| 1Y | +12.5% | +18.0% | -5.6% | +2.0% |
| 3Y | +153.8% | +47.0% | +106.8% | +104.5% |
| 5Y | +288.0% | +48.4% | +239.6% | +206.5% |
| 10Y | +906.4% | +142.4% | +764.0% | +448.6% |
| All | +3,689.8% | +311.9% | +3,377.8% | +1,167.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling