+663.1%
NKE vs PRU
+814.1%
-151.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -5.4% | -2.8% | -2.5% | -4.6% |
| 30D | +8.4% | +8.5% | -0.1% | +5.9% |
| 3M | -6.3% | +1.7% | -8.0% | -6.7% |
| 6M | -7.8% | +24.8% | -32.6% | -13.7% |
| YTD | -38.3% | +13.3% | -51.5% | -40.7% |
| 1Y | -37.3% | +21.4% | -58.7% | -40.9% |
| 3Y | -61.3% | +54.8% | -116.1% | -66.1% |
| 5Y | -74.8% | +42.4% | -117.2% | -77.5% |
| 10Y | -12.7% | +98.4% | -111.1% | -32.1% |
| All | +663.1% | +814.1% | -151.0% | +203.8% |
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