+48.2%
FCEL vs PRU
+20.7%
+27.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.7% | +6.5% |
| 7D | +3.9% | -2.8% | +6.7% | +4.1% |
| 30D | -33.1% | +8.5% | -41.6% | -33.1% |
| 3M | -43.0% | +1.7% | -44.7% | -42.3% |
| 6M | -31.3% | +24.8% | -56.1% | -35.9% |
| YTD | +49.8% | +13.3% | +36.5% | +36.2% |
| 1Y | +48.2% | +21.4% | +26.8% | +27.2% |
| All | +48.2% | +20.7% | +27.4% | +27.2% |
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