+55.6%
PRU vs FRSH
-70.6%
+126.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.8% | -0.4% |
| 7D | +1.9% | -8.2% | +10.0% | +2.9% |
| 30D | +2.7% | +10.5% | -7.8% | +1.3% |
| 3M | +19.5% | +32.7% | -13.3% | +14.9% |
| 6M | +26.6% | +50.3% | -23.7% | +19.4% |
| YTD | +12.3% | +3.9% | +8.4% | +10.6% |
| 1Y | +18.0% | -2.2% | +20.2% | +16.9% |
| 3Y | +47.0% | -42.9% | +89.9% | +51.6% |
| All | +55.6% | -70.6% | +126.2% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling