-100.0%
FCEL vs PRU
+806.6%
-906.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.4% |
| 7D | -15.8% | +1.9% | -17.7% | -16.9% |
| 30D | -29.3% | +2.7% | -32.0% | -30.5% |
| 3M | -30.1% | +19.5% | -49.6% | -37.6% |
| 6M | +74.4% | +26.6% | +47.8% | +50.7% |
| YTD | +104.5% | +12.3% | +92.2% | +88.4% |
| 1Y | +281.4% | +18.0% | +263.3% | +243.3% |
| 3Y | -66.1% | +47.0% | -113.1% | -73.2% |
| 5Y | -91.9% | +48.4% | -140.3% | -93.5% |
| 10Y | -99.2% | +142.4% | -241.7% | -99.5% |
| All | -100.0% | +806.6% | -906.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling