-16.3%
NOW vs PRU
+46.4%
-62.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.8% |
| 7D | -3.0% | +2.4% | -5.4% | -4.1% |
| 30D | -26.0% | +6.1% | -32.2% | -28.3% |
| 3M | -13.1% | -0.7% | -12.4% | -13.1% |
| 6M | +14.5% | +22.1% | -7.6% | +4.1% |
| YTD | -33.4% | +9.8% | -43.2% | -36.6% |
| 1Y | -40.6% | +19.4% | -60.0% | -45.9% |
| 3Y | -16.3% | +50.4% | -66.7% | -29.5% |
| All | -16.3% | +46.4% | -62.7% | -29.5% |
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