+106.1%
PRU vs FHN
+106.3%
-0.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.2% | +1.2% |
| 7D | +3.2% | -0.5% | +3.6% | +3.5% |
| 30D | +7.9% | +1.9% | +6.0% | +6.9% |
| 3M | +1.8% | -6.9% | +8.7% | +5.9% |
| 6M | +24.1% | -3.1% | +27.2% | +26.1% |
| YTD | +12.4% | +0.6% | +11.8% | +11.4% |
| 1Y | +20.9% | +12.4% | +8.6% | +12.7% |
| 3Y | +55.5% | +133.7% | -78.2% | -6.5% |
| 5Y | +42.7% | +61.4% | -18.7% | -7.7% |
| 10Y | +106.1% | +97.9% | +8.3% | +8.6% |
| All | +106.1% | +106.3% | -0.1% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling