+670.1%
NKE vs PRU
+816.1%
-146.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.1% | -3.3% |
| 7D | +0.5% | +3.8% | -3.3% | -0.6% |
| 30D | +11.4% | +9.0% | +2.4% | +8.7% |
| 3M | -7.2% | +2.1% | -9.3% | -7.8% |
| 6M | -10.7% | +25.4% | -36.1% | -16.5% |
| YTD | -37.7% | +13.5% | -51.2% | -40.2% |
| 1Y | -34.3% | +21.3% | -55.6% | -38.1% |
| 3Y | -60.9% | +55.1% | -116.0% | -65.9% |
| 5Y | -74.8% | +43.6% | -118.4% | -77.5% |
| 10Y | -11.2% | +99.2% | -110.5% | -31.0% |
| All | +670.1% | +816.1% | -146.0% | +206.4% |
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