+136.1%
NI vs PRU
+139.4%
-3.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.9% |
| 7D | +2.3% | +1.9% | +0.4% | +1.7% |
| 30D | -1.7% | -0.4% | -1.2% | -1.6% |
| 3M | -8.0% | +16.4% | -24.4% | -12.1% |
| 6M | -8.6% | +26.0% | -34.7% | -14.8% |
| YTD | +2.3% | +9.9% | -7.6% | -1.0% |
| 1Y | +6.9% | +18.8% | -11.8% | +1.0% |
| 3Y | +70.6% | +45.4% | +25.2% | +49.1% |
| 5Y | +96.4% | +45.6% | +50.8% | +68.9% |
| 10Y | +136.1% | +139.6% | -3.5% | +55.6% |
| All | +136.1% | +139.4% | -3.2% | +55.6% |
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 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