+281.9%
NEE vs PRU
+115.4%
+166.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.7% |
| 7D | +2.2% | +3.2% | -1.0% | +1.3% |
| 30D | +12.3% | +7.9% | +4.3% | +10.1% |
| 3M | +3.4% | +1.8% | +1.6% | +2.8% |
| 6M | -5.3% | +24.1% | -29.4% | -10.4% |
| YTD | +10.6% | +12.4% | -1.8% | +6.8% |
| 1Y | +6.5% | +20.9% | -14.4% | +0.8% |
| 3Y | +73.5% | +55.5% | +18.1% | +51.7% |
| 5Y | +17.0% | +42.7% | -25.7% | +3.3% |
| 10Y | +281.9% | +106.1% | +175.7% | +171.2% |
| All | +281.9% | +115.4% | +166.5% | +171.2% |
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