+37.5%
FCEL vs PRU
+20.9%
+16.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -5.6% |
| 7D | -2.8% | +3.6% | -6.4% | -2.9% |
| 30D | -31.6% | +8.9% | -40.5% | -31.5% |
| 3M | -52.4% | +0.2% | -52.6% | -51.7% |
| 6M | -51.4% | +23.7% | -75.1% | -54.4% |
| YTD | +32.4% | +13.7% | +18.7% | +20.5% |
| 1Y | +37.5% | +20.6% | +16.9% | +20.3% |
| All | +37.5% | +20.9% | +16.6% | +20.3% |
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