-58.3%
FLNC vs PRU
+46.6%
-104.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.2% | +8.8% | +8.2% |
| 7D | +6.0% | +1.9% | +4.0% | +4.2% |
| 30D | -16.3% | -0.4% | -15.9% | -16.4% |
| 3M | -54.1% | +16.4% | -70.6% | -59.6% |
| 6M | -25.3% | +26.0% | -51.3% | -38.8% |
| YTD | -44.2% | +9.9% | -54.1% | -48.9% |
| 1Y | +53.1% | +18.8% | +34.4% | +31.6% |
| 3Y | -58.3% | +45.3% | -103.7% | -78.1% |
| All | -58.3% | +46.6% | -104.9% | -78.1% |
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