+190.2%
NI vs PRU
+98.4%
+91.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +0.6% | -2.8% | +3.4% | +1.4% |
| 30D | +11.2% | +8.5% | +2.7% | +8.5% |
| 3M | +9.2% | +1.7% | +7.4% | +8.4% |
| 6M | -1.8% | +24.8% | -26.6% | -8.2% |
| YTD | +12.0% | +13.3% | -1.3% | +7.2% |
| 1Y | +6.4% | +21.4% | -14.9% | -0.3% |
| 3Y | +99.4% | +54.8% | +44.6% | +70.4% |
| 5Y | +113.1% | +42.4% | +70.7% | +84.1% |
| All | +190.2% | +98.4% | +91.8% | +91.0% |
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