+664.7%
NKE vs PRU
+806.6%
-141.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -2.0% | +1.9% | -3.9% | -2.5% |
| 30D | -8.6% | +2.7% | -11.3% | -9.3% |
| 3M | -11.0% | +19.5% | -30.5% | -15.6% |
| 6M | -33.2% | +26.6% | -59.9% | -37.8% |
| YTD | -38.1% | +12.3% | -50.5% | -40.4% |
| 1Y | -47.4% | +18.0% | -65.4% | -50.0% |
| 3Y | -59.8% | +47.0% | -106.8% | -64.3% |
| 5Y | -74.2% | +48.4% | -122.7% | -77.2% |
| 10Y | -23.5% | +142.4% | -165.9% | -43.3% |
| All | +664.7% | +806.6% | -141.8% | +205.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling