+189.0%
NI vs PRU
+107.2%
+81.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | +1.5% | +3.8% | -2.3% | +0.3% |
| 30D | +11.9% | +9.0% | +2.8% | +9.0% |
| 3M | +9.1% | +2.1% | +7.0% | +8.3% |
| 6M | -1.8% | +25.4% | -27.2% | -8.3% |
| YTD | +11.4% | +13.5% | -2.2% | +6.6% |
| 1Y | +6.4% | +21.3% | -15.0% | -0.3% |
| 3Y | +98.2% | +55.1% | +43.1% | +69.3% |
| 5Y | +110.1% | +43.6% | +66.5% | +81.0% |
| 10Y | +189.0% | +99.2% | +89.7% | +89.7% |
| All | +189.0% | +107.2% | +81.8% | +89.7% |
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