-40.6%
NOW vs PRU
+19.8%
-60.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.6% |
| 7D | -3.0% | +2.4% | -5.4% | -3.7% |
| 30D | -26.0% | +6.1% | -32.2% | -27.8% |
| 3M | -13.1% | -0.7% | -12.4% | -12.8% |
| 6M | +14.5% | +22.1% | -7.6% | +7.6% |
| YTD | -33.4% | +9.8% | -43.2% | -35.7% |
| 1Y | -40.6% | +19.4% | -60.0% | -45.9% |
| All | -40.6% | +19.8% | -60.4% | -45.9% |
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