-71.6%
FLNC vs PRU
+35.9%
-107.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.8% | +1.9% |
| 7D | -4.1% | -2.3% | -1.8% | -2.2% |
| 30D | -24.8% | -1.7% | -23.0% | -23.9% |
| 3M | -59.1% | +13.2% | -72.3% | -63.8% |
| 6M | -42.0% | +28.8% | -70.7% | -54.7% |
| YTD | -49.8% | +9.8% | -59.6% | -54.7% |
| 1Y | +43.1% | +17.4% | +25.7% | +21.6% |
| 3Y | -61.0% | +44.9% | -105.9% | -74.7% |
| All | -71.6% | +35.9% | -107.5% | -79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling