-99.0%
FCEL vs PRU
+107.2%
-206.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.0% | -6.0% | -5.7% |
| 7D | -8.3% | +3.8% | -12.1% | -11.0% |
| 30D | -43.0% | +9.0% | -52.0% | -46.9% |
| 3M | -48.2% | +2.1% | -50.3% | -49.7% |
| 6M | -25.0% | +25.4% | -50.4% | -37.9% |
| YTD | +40.6% | +13.5% | +27.1% | +23.6% |
| 1Y | +36.0% | +21.3% | +14.6% | +13.9% |
| 3Y | -66.7% | +55.1% | -121.8% | -77.4% |
| 5Y | -96.7% | +43.6% | -140.2% | -97.5% |
| 10Y | -99.0% | +99.2% | -198.3% | -99.5% |
| All | -99.0% | +107.2% | -206.2% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling