+55.7%
PRU vs FROG
+319.6%
-263.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -0.6% |
| 7D | -2.8% | +26.8% | -29.7% | -4.5% |
| 30D | +8.5% | +10.6% | -2.1% | +7.6% |
| 3M | +1.7% | +27.2% | -25.4% | -0.6% |
| 6M | +24.8% | +58.7% | -33.9% | +18.9% |
| YTD | +13.3% | +75.3% | -62.1% | +5.7% |
| 1Y | +21.4% | +71.1% | -49.7% | +13.4% |
| All | +55.7% | +319.6% | -263.9% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling