-65.2%
FCEL vs PRU
+56.1%
-121.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.7% | +6.6% |
| 7D | +3.9% | -2.8% | +6.7% | +5.5% |
| 30D | -33.1% | +8.5% | -41.6% | -36.1% |
| 3M | -43.0% | +1.7% | -44.7% | -43.8% |
| 6M | -31.3% | +24.8% | -56.1% | -40.8% |
| YTD | +49.8% | +13.3% | +36.5% | +35.6% |
| 1Y | +48.2% | +21.4% | +26.8% | +28.1% |
| All | -65.2% | +56.1% | -121.3% | -86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling