-70.4%
FLNC vs PRU
+39.0%
-109.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +2.3% |
| 7D | -4.9% | +1.9% | -6.7% | -6.5% |
| 30D | -27.3% | +2.7% | -30.0% | -29.2% |
| 3M | -61.9% | +19.5% | -81.3% | -67.9% |
| 6M | -34.5% | +26.6% | -61.1% | -48.0% |
| YTD | -47.7% | +12.3% | -60.0% | -53.7% |
| 1Y | +53.3% | +18.0% | +35.3% | +29.5% |
| 3Y | -62.4% | +47.0% | -109.4% | -75.9% |
| All | -70.4% | +39.0% | -109.5% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling