+14.5%
NET vs PRU
+27.9%
-13.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.6% | -9.2% | -3.6% |
| 7D | -16.4% | +9.8% | -26.1% | -17.8% |
| 30D | -25.8% | +11.6% | -37.4% | -27.6% |
| 3M | -11.5% | +3.7% | -15.2% | -11.6% |
| 6M | +18.9% | +33.0% | -14.0% | +8.6% |
| YTD | +35.2% | +16.6% | +18.6% | +27.2% |
| 1Y | +14.5% | +26.9% | -12.5% | +1.6% |
| All | +14.5% | +27.9% | -13.4% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling