-68.4%
FLNC vs PRU
+27.9%
-96.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +6.6% | +3.6% | +7.6% |
| 7D | -2.1% | +9.8% | -11.9% | -5.3% |
| 30D | -20.8% | +11.6% | -32.4% | -23.8% |
| 3M | -61.3% | +3.7% | -65.0% | -61.9% |
| 6M | -50.9% | +33.0% | -83.8% | -57.0% |
| YTD | -69.4% | +16.6% | -85.9% | -73.0% |
| 1Y | -68.4% | +26.9% | -95.3% | -70.7% |
| All | -68.4% | +27.9% | -96.3% | -70.7% |
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 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