-12.5%
NKE vs PRU
+99.2%
-111.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | -1.6% | +3.6% | -5.2% | -3.2% |
| 30D | +7.6% | +8.9% | -1.2% | +3.6% |
| 3M | -6.9% | +0.2% | -7.1% | -7.0% |
| 6M | -8.5% | +23.7% | -32.2% | -17.3% |
| YTD | -38.8% | +13.7% | -52.5% | -42.7% |
| 1Y | -40.6% | +20.6% | -61.2% | -45.8% |
| 3Y | -60.9% | +56.3% | -117.2% | -68.8% |
| 5Y | -75.4% | +42.3% | -117.7% | -79.6% |
| All | -12.5% | +99.2% | -111.7% | -43.7% |
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