+42.2%
PRU vs FHN
+61.2%
-19.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +3.6% | +2.1% | +1.5% | +2.8% |
| 30D | +8.9% | +3.8% | +5.1% | +7.5% |
| 3M | +0.2% | -8.9% | +9.1% | +3.6% |
| 6M | +23.7% | +1.8% | +21.9% | +23.0% |
| YTD | +13.7% | +0.6% | +13.2% | +13.3% |
| 1Y | +20.6% | +12.9% | +7.7% | +15.3% |
| 3Y | +56.3% | +126.4% | -70.0% | +21.1% |
| All | +42.2% | +61.2% | -19.0% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling