-71.1%
FLNC vs PRU
+34.0%
-105.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.5% | -6.8% | -7.0% |
| 7D | -4.2% | -1.9% | -2.3% | -2.8% |
| 30D | -20.0% | -2.6% | -17.4% | -18.5% |
| 3M | -56.9% | +14.7% | -71.6% | -62.3% |
| 6M | -35.5% | +25.7% | -61.2% | -48.6% |
| YTD | -48.8% | +8.3% | -57.1% | -53.3% |
| 1Y | +49.3% | +17.3% | +31.9% | +26.8% |
| 3Y | -61.8% | +43.2% | -105.0% | -74.9% |
| All | -71.1% | +34.0% | -105.1% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling