-16.0%
NOW vs PRU
+50.4%
-66.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.3% | -2.6% | -4.4% |
| 7D | -6.7% | +4.8% | -11.4% | -8.7% |
| 30D | -25.8% | +7.9% | -33.7% | -28.6% |
| 3M | -12.7% | +3.1% | -15.8% | -14.2% |
| 6M | +11.2% | +25.2% | -14.0% | 0.0% |
| YTD | -33.2% | +12.7% | -45.9% | -37.2% |
| 1Y | -41.8% | +23.5% | -65.3% | -47.8% |
| All | -16.0% | +50.4% | -66.4% | -30.1% |
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 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