-86.6%
FLNC vs PRU
+40.8%
-127.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -2.0% |
| 7D | -11.2% | +3.6% | -14.8% | -13.9% |
| 30D | -24.6% | +8.9% | -33.5% | -29.8% |
| 3M | -64.6% | +0.2% | -64.8% | -64.8% |
| 6M | -78.8% | +23.7% | -102.6% | -82.6% |
| YTD | -76.3% | +13.7% | -90.1% | -79.3% |
| 1Y | -71.2% | +20.6% | -91.8% | -76.1% |
| 3Y | -71.9% | +56.3% | -128.2% | -83.2% |
| 5Y | -87.5% | +42.3% | -129.9% | -91.5% |
| All | -86.6% | +40.8% | -127.4% | -90.8% |
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