+136.4%
PRU vs FROG
+51.8%
+84.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.1% | -4.8% | +1.9% |
| 7D | +3.2% | +27.1% | -23.9% | +1.3% |
| 30D | +7.9% | +5.8% | +2.1% | +7.1% |
| 3M | +1.8% | +20.8% | -19.0% | -0.1% |
| 6M | +24.1% | +53.3% | -29.2% | +19.2% |
| YTD | +12.4% | +73.2% | -60.8% | +5.8% |
| 1Y | +20.9% | +80.3% | -59.4% | +13.4% |
| 3Y | +55.5% | +318.3% | -262.9% | +34.3% |
| 5Y | +42.7% | +179.9% | -137.2% | +19.5% |
| All | +136.4% | +51.8% | +84.6% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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