-91.7%
FRMI vs PRU
+20.7%
-112.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | -0.2% | +17.7% | +17.6% |
| 7D | -0.5% | -2.8% | +2.3% | +0.1% |
| 30D | -44.3% | +8.5% | -52.8% | -45.3% |
| 3M | -74.6% | +1.7% | -76.3% | -74.6% |
| 6M | -66.3% | +24.8% | -91.1% | -69.4% |
| YTD | -77.4% | +13.3% | -90.7% | -80.9% |
| 1Y | -91.7% | +21.4% | -113.1% | -92.1% |
| All | -91.7% | +20.7% | -112.5% | -92.1% |
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