+1,192.2%
NI vs PRU
+806.6%
+385.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.4% |
| 7D | +2.0% | +1.9% | +0.2% | +1.6% |
| 30D | -3.5% | +2.7% | -6.3% | -4.2% |
| 3M | -9.1% | +19.5% | -28.6% | -12.8% |
| 6M | -11.8% | +26.6% | -38.5% | -16.7% |
| YTD | +1.1% | +12.3% | -11.2% | -2.0% |
| 1Y | +6.7% | +18.0% | -11.3% | +2.1% |
| 3Y | +71.1% | +47.0% | +24.1% | +54.0% |
| 5Y | +94.3% | +48.4% | +45.9% | +72.6% |
| 10Y | +135.8% | +142.4% | -6.7% | +77.2% |
| All | +1,192.2% | +806.6% | +385.6% | +429.8% |
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