-39.8%
NOW vs PRU
+20.9%
-60.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.3% |
| 7D | +0.3% | +3.6% | -3.3% | -1.0% |
| 30D | -27.0% | +8.9% | -35.8% | -29.3% |
| 3M | -19.6% | +0.2% | -19.8% | -19.5% |
| 6M | +17.5% | +23.7% | -6.3% | +9.8% |
| YTD | -33.3% | +13.7% | -47.0% | -36.4% |
| 1Y | -39.8% | +20.6% | -60.5% | -44.8% |
| All | -39.8% | +20.9% | -60.8% | -44.8% |
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 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