-84.3%
FRMI vs PRU
+24.6%
-108.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.3% | +5.6% |
| 7D | +2.4% | +1.9% | +0.5% | +1.9% |
| 30D | -17.3% | +2.7% | -20.0% | -18.0% |
| 3M | -17.2% | +19.5% | -36.6% | -21.5% |
| 6M | -43.4% | +26.6% | -70.0% | -46.8% |
| YTD | -36.0% | +12.3% | -48.3% | -44.5% |
| All | -84.3% | +24.6% | -108.9% | -84.2% |
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