-99.0%
FCEL vs PRU
+115.4%
-214.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.4% | +6.3% | +7.0% |
| 7D | +3.0% | +3.2% | -0.1% | +0.5% |
| 30D | -40.0% | +7.9% | -47.9% | -43.7% |
| 3M | -47.0% | +1.8% | -48.8% | -48.5% |
| 6M | -21.0% | +24.1% | -45.2% | -34.1% |
| YTD | +48.0% | +12.4% | +35.7% | +31.2% |
| 1Y | +43.9% | +20.9% | +23.0% | +21.0% |
| 3Y | -67.5% | +55.5% | -123.0% | -77.9% |
| 5Y | -96.7% | +42.7% | -139.3% | -97.5% |
| 10Y | -99.0% | +106.1% | -205.2% | -99.4% |
| All | -99.0% | +115.4% | -214.4% | -99.4% |
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