+1,381.0%
NET vs PRU
+100.4%
+1,280.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.6% | -9.2% | -4.6% |
| 7D | -16.4% | +9.8% | -26.1% | -18.9% |
| 30D | -25.8% | +11.6% | -37.4% | -28.6% |
| 3M | -11.5% | +3.7% | -15.2% | -12.8% |
| 6M | +18.9% | +33.0% | -14.0% | +7.8% |
| YTD | +35.2% | +16.6% | +18.6% | +27.7% |
| 1Y | +14.5% | +26.9% | -12.5% | +5.1% |
| 3Y | +313.8% | +55.7% | +258.1% | +255.1% |
| 5Y | +32.6% | +44.5% | -11.9% | +16.1% |
| All | +1,381.0% | +100.4% | +1,280.6% | +1,197.9% |
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