+42.4%
FCEL vs PRU
+27.9%
+14.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.6% | -12.6% | -5.6% |
| 7D | -14.9% | +9.8% | -24.6% | -14.5% |
| 30D | -41.7% | +11.6% | -53.3% | -41.5% |
| 3M | -53.2% | +3.7% | -56.8% | -52.5% |
| 6M | -19.0% | +33.0% | -52.0% | -24.0% |
| YTD | +44.2% | +16.6% | +27.6% | +31.6% |
| 1Y | +42.4% | +26.9% | +15.5% | +28.5% |
| All | +42.4% | +27.9% | +14.6% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling