-71.9%
FLNC vs PRU
+56.8%
-128.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.8% |
| 7D | -11.2% | +3.6% | -14.8% | -13.3% |
| 30D | -24.6% | +8.9% | -33.5% | -28.6% |
| 3M | -64.6% | +0.2% | -64.8% | -64.7% |
| 6M | -78.8% | +23.7% | -102.6% | -81.9% |
| YTD | -76.3% | +13.7% | -90.1% | -78.6% |
| 1Y | -71.2% | +20.6% | -91.8% | -75.1% |
| 3Y | -71.9% | +56.3% | -128.2% | -88.9% |
| All | -71.9% | +56.8% | -128.6% | -88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling