+56.3%
PRU vs FHN
+131.2%
-74.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +3.6% | +2.1% | +1.5% | +2.5% |
| 30D | +8.9% | +3.8% | +5.1% | +7.0% |
| 3M | +0.2% | -8.9% | +9.1% | +4.9% |
| 6M | +23.7% | +1.8% | +21.9% | +22.5% |
| YTD | +13.7% | +0.6% | +13.2% | +12.8% |
| 1Y | +20.6% | +12.9% | +7.7% | +13.0% |
| 3Y | +56.3% | +126.4% | -70.0% | +14.3% |
| All | +56.3% | +131.2% | -74.9% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling