+2,771.1%
NOW vs PRU
+358.6%
+2,412.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.6% |
| 7D | -2.4% | +1.9% | -4.2% | -3.2% |
| 30D | +20.5% | +2.7% | +17.8% | +19.0% |
| 3M | +18.3% | +19.5% | -1.1% | +9.6% |
| 6M | +24.1% | +26.6% | -2.6% | +11.7% |
| YTD | -7.8% | +12.3% | -20.1% | -12.8% |
| 1Y | -21.4% | +18.0% | -39.4% | -27.4% |
| 3Y | +19.5% | +47.0% | -27.5% | -0.7% |
| 5Y | +4.1% | +48.4% | -44.4% | -14.6% |
| 10Y | +826.4% | +142.4% | +684.0% | +418.8% |
| All | +2,771.1% | +358.6% | +2,412.6% | +1,052.5% |
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 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