+65,302.9%
NFLX vs PRU
+704.3%
+64,598.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.4% | -5.1% |
| 7D | -4.2% | +1.9% | -6.1% | -4.7% |
| 30D | +5.5% | +2.7% | +2.7% | +4.8% |
| 3M | -4.1% | +19.5% | -23.5% | -8.2% |
| 6M | -20.7% | +26.6% | -47.3% | -25.3% |
| YTD | -16.5% | +12.3% | -28.9% | -19.3% |
| 1Y | -37.8% | +18.0% | -55.8% | -40.7% |
| 3Y | +77.9% | +47.0% | +30.9% | +58.7% |
| 5Y | +32.5% | +48.4% | -15.9% | +17.6% |
| 10Y | +703.6% | +142.4% | +561.1% | +492.1% |
| All | +65,302.9% | +704.3% | +64,598.6% | +18,130.3% |
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