-74.8%
NKE vs PRU
+42.9%
-117.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.1% | -3.6% |
| 7D | +0.5% | +3.8% | -3.3% | -1.5% |
| 30D | +11.4% | +9.0% | +2.4% | +6.3% |
| 3M | -7.2% | +2.1% | -9.3% | -8.4% |
| 6M | -10.7% | +25.4% | -36.1% | -21.5% |
| YTD | -37.7% | +13.5% | -51.2% | -42.4% |
| 1Y | -34.3% | +21.3% | -55.6% | -41.5% |
| 3Y | -60.9% | +55.1% | -116.0% | -71.0% |
| 5Y | -74.8% | +43.6% | -118.4% | -80.6% |
| All | -74.8% | +42.9% | -117.7% | -80.6% |
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