+139.6%
PRU vs FHN
+126.5%
+13.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.6% |
| 7D | +1.9% | +2.7% | -0.8% | +0.5% |
| 30D | -0.4% | -3.1% | +2.7% | +1.3% |
| 3M | +16.4% | +2.3% | +14.1% | +14.8% |
| 6M | +26.0% | +9.7% | +16.3% | +19.4% |
| YTD | +9.9% | +4.7% | +5.2% | +6.5% |
| 1Y | +18.8% | +13.8% | +5.0% | +9.3% |
| 3Y | +45.4% | +131.6% | -86.2% | -12.5% |
| 5Y | +45.6% | +91.1% | -45.6% | -16.0% |
| 10Y | +139.6% | +126.6% | +13.0% | +17.0% |
| All | +139.6% | +126.5% | +13.1% | +17.0% |
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