+53.3%
FLNC vs PRU
+19.0%
+34.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.9% |
| 7D | -4.9% | +1.9% | -6.7% | -5.7% |
| 30D | -27.3% | +2.7% | -30.0% | -28.3% |
| 3M | -61.9% | +19.5% | -81.3% | -65.4% |
| 6M | -34.5% | +26.6% | -61.1% | -42.9% |
| YTD | -47.7% | +12.3% | -60.0% | -51.5% |
| 1Y | +53.3% | +18.0% | +35.3% | +18.6% |
| All | +53.3% | +19.0% | +34.3% | +18.6% |
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