-82.4%
FRMI vs PRU
+21.9%
-104.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -2.2% | +13.7% | +11.9% |
| 7D | +23.3% | +1.9% | +21.4% | +22.6% |
| 30D | -7.6% | -0.4% | -7.2% | -7.9% |
| 3M | +0.2% | +16.4% | -16.3% | -4.7% |
| 6M | -28.7% | +26.0% | -54.7% | -32.8% |
| YTD | -28.6% | +9.9% | -38.5% | -37.9% |
| All | -82.4% | +21.9% | -104.4% | -82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling