-74.0%
NKE vs PRU
+45.5%
-119.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +0.4% |
| 7D | -0.1% | +1.9% | -2.0% | -1.1% |
| 30D | -7.7% | -0.4% | -7.2% | -7.5% |
| 3M | -10.9% | +16.4% | -27.4% | -18.1% |
| 6M | -31.9% | +26.0% | -57.9% | -40.2% |
| YTD | -38.6% | +9.9% | -48.5% | -42.1% |
| 1Y | -46.9% | +18.8% | -65.7% | -52.1% |
| 3Y | -58.2% | +45.4% | -103.5% | -67.4% |
| 5Y | -74.0% | +45.6% | -119.6% | -79.7% |
| All | -74.0% | +45.5% | -119.5% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling