-99.0%
FCEL vs PRU
+102.7%
-201.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.7% | +6.7% |
| 7D | +3.9% | -2.8% | +6.7% | +6.2% |
| 30D | -33.1% | +8.5% | -41.6% | -37.5% |
| 3M | -43.0% | +1.7% | -44.7% | -44.5% |
| 6M | -31.3% | +24.8% | -56.1% | -43.0% |
| YTD | +49.8% | +13.3% | +36.5% | +31.9% |
| 1Y | +48.2% | +21.4% | +26.8% | +24.1% |
| 3Y | -64.6% | +54.8% | -119.4% | -75.9% |
| 5Y | -96.7% | +42.4% | -139.1% | -97.6% |
| 10Y | -99.0% | +98.4% | -197.5% | -99.5% |
| All | -99.0% | +102.7% | -201.7% | -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