+18.3%
NOW vs PRU
+47.2%
-28.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.5% |
| 7D | -2.4% | +1.9% | -4.2% | -3.2% |
| 30D | +20.5% | +2.7% | +17.8% | +18.8% |
| 3M | +18.3% | +19.5% | -1.1% | +8.8% |
| 6M | +24.1% | +26.6% | -2.6% | +10.5% |
| YTD | -7.8% | +12.3% | -20.1% | -13.1% |
| 1Y | -21.4% | +18.0% | -39.4% | -28.0% |
| All | +18.3% | +47.2% | -28.9% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling