-24.4%
NKE vs PRU
+138.7%
-163.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.7% | -2.3% |
| 7D | -5.5% | -3.8% | -1.7% | -3.9% |
| 30D | -10.4% | -2.0% | -8.4% | -9.6% |
| 3M | -15.8% | +14.0% | -29.8% | -20.8% |
| 6M | -33.4% | +27.2% | -60.7% | -40.6% |
| YTD | -41.0% | +9.1% | -50.1% | -43.7% |
| 1Y | -49.1% | +18.1% | -67.1% | -53.2% |
| 3Y | -59.8% | +44.3% | -104.1% | -66.7% |
| 5Y | -75.5% | +45.7% | -121.2% | -79.9% |
| All | -24.4% | +138.7% | -163.1% | -52.2% |
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