-60.9%
NKE vs PRU
+56.1%
-117.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.1% | -3.5% |
| 7D | +0.5% | +3.8% | -3.3% | -1.3% |
| 30D | +11.4% | +9.0% | +2.4% | +7.0% |
| 3M | -7.2% | +2.1% | -9.3% | -8.3% |
| 6M | -10.7% | +25.4% | -36.1% | -20.0% |
| YTD | -37.7% | +13.5% | -51.2% | -41.7% |
| 1Y | -34.3% | +21.3% | -55.6% | -40.5% |
| 3Y | -60.9% | +55.1% | -116.0% | -67.3% |
| All | -60.9% | +56.1% | -117.1% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling