+51.1%
PRU vs FRSH
-72.6%
+123.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | -3.8% | -11.2% | +7.3% | -2.4% |
| 30D | -2.0% | -0.8% | -1.2% | -2.0% |
| 3M | +14.0% | +26.4% | -12.5% | +10.3% |
| 6M | +27.2% | +48.4% | -21.1% | +20.2% |
| YTD | +9.1% | -3.1% | +12.2% | +8.3% |
| 1Y | +18.1% | -8.7% | +26.8% | +17.9% |
| 3Y | +44.3% | -45.8% | +90.1% | +49.9% |
| All | +51.1% | -72.6% | +123.6% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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