-97.0%
FCEL vs PRU
+42.1%
-139.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -6.3% |
| 7D | -2.8% | +3.6% | -6.4% | -5.3% |
| 30D | -31.6% | +8.9% | -40.5% | -36.5% |
| 3M | -52.4% | +0.2% | -52.6% | -53.1% |
| 6M | -51.4% | +23.7% | -75.1% | -60.2% |
| YTD | +32.4% | +13.7% | +18.7% | +14.6% |
| 1Y | +37.5% | +20.6% | +16.9% | +13.2% |
| 3Y | -69.3% | +56.3% | -125.6% | -81.5% |
| All | -97.0% | +42.1% | -139.1% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling