-38.7%
NOW vs PRU
+27.9%
-66.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.6% | -6.9% | -2.5% |
| 7D | -27.5% | +9.8% | -37.3% | -29.9% |
| 30D | -20.0% | +11.6% | -31.6% | -23.3% |
| 3M | -7.9% | +3.7% | -11.6% | -9.0% |
| 6M | +18.3% | +33.0% | -14.7% | +7.9% |
| YTD | -29.0% | +16.6% | -45.6% | -32.9% |
| 1Y | -38.7% | +26.9% | -65.6% | -45.1% |
| All | -38.7% | +27.9% | -66.6% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling