+50.0%
PRU vs FRSH
-72.4%
+122.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | -1.9% | -9.6% | +7.7% | -0.6% |
| 30D | -2.6% | -0.4% | -2.2% | -2.7% |
| 3M | +14.7% | +27.2% | -12.5% | +11.0% |
| 6M | +25.7% | +42.2% | -16.5% | +19.4% |
| YTD | +8.3% | -2.6% | +10.9% | +7.4% |
| 1Y | +17.3% | -10.2% | +27.5% | +17.5% |
| 3Y | +43.2% | -45.5% | +88.7% | +48.6% |
| All | +50.0% | -72.4% | +122.4% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling