+779.9%
PRU vs FHN
+32.6%
+747.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.4% |
| 7D | +2.4% | -1.0% | +3.4% | +3.1% |
| 30D | +6.1% | +0.2% | +5.9% | +6.1% |
| 3M | -0.7% | -9.0% | +8.3% | +5.0% |
| 6M | +22.1% | -6.8% | +28.9% | +27.0% |
| YTD | +9.8% | -1.5% | +11.3% | +10.0% |
| 1Y | +19.4% | +10.9% | +8.4% | +11.3% |
| 3Y | +50.4% | +119.4% | -69.0% | -10.2% |
| 5Y | +37.2% | +57.5% | -20.4% | -12.9% |
| 10Y | +119.5% | +114.1% | +5.4% | +7.7% |
| All | +779.9% | +32.6% | +747.2% | +310.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling