+57.6%
PRU vs FRSH
-70.7%
+128.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.6% | +4.6% | -1.0% | +3.0% |
| 30D | +8.9% | -7.5% | +16.3% | +9.7% |
| 3M | +0.2% | -0.1% | +0.3% | -0.2% |
| 6M | +23.7% | +54.5% | -30.8% | +16.2% |
| YTD | +13.7% | +3.4% | +10.3% | +11.7% |
| 1Y | +20.6% | +6.4% | +14.2% | +17.9% |
| 3Y | +56.3% | -26.3% | +82.6% | +56.4% |
| 5Y | +42.3% | -66.4% | +108.7% | +38.6% |
| All | +57.6% | -70.7% | +128.3% | +51.8% |
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