+2,111.6%
NOW vs PRU
+375.9%
+1,735.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.6% | -6.9% | -3.1% |
| 7D | -27.5% | +9.8% | -37.3% | -30.6% |
| 30D | -20.0% | +11.6% | -31.6% | -24.0% |
| 3M | -7.9% | +3.7% | -11.6% | -9.7% |
| 6M | +18.3% | +33.0% | -14.7% | +4.1% |
| YTD | -29.0% | +16.6% | -45.6% | -34.1% |
| 1Y | -38.7% | +26.9% | -65.6% | -45.2% |
| 3Y | -10.3% | +55.7% | -66.1% | -27.5% |
| 5Y | -22.5% | +44.5% | -67.0% | -35.8% |
| 10Y | +553.8% | +133.1% | +420.7% | +277.6% |
| All | +2,111.6% | +375.9% | +1,735.7% | +770.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling