+2,498.7%
NEE vs PRU
+806.6%
+1,692.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.6% |
| 7D | +1.9% | +1.9% | +0.1% | +1.6% |
| 30D | -2.2% | +2.7% | -4.9% | -2.7% |
| 3M | -1.2% | +19.5% | -20.6% | -4.6% |
| 6M | -8.6% | +26.6% | -35.2% | -12.8% |
| YTD | +6.2% | +12.3% | -6.1% | +3.4% |
| 1Y | +21.1% | +18.0% | +3.1% | +16.6% |
| 3Y | +36.4% | +47.0% | -10.6% | +24.8% |
| 5Y | +11.4% | +48.4% | -37.1% | +0.8% |
| 10Y | +250.0% | +142.4% | +107.5% | +172.8% |
| All | +2,498.7% | +806.6% | +1,692.1% | +1,101.6% |
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