-18.6%
NRG vs PRU
+19.0%
-37.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.4% | +6.6% |
| 7D | +7.1% | +1.9% | +5.2% | +6.7% |
| 30D | -1.4% | +2.7% | -4.1% | -2.0% |
| 3M | -10.5% | +19.5% | -29.9% | -15.2% |
| 6M | -26.7% | +26.6% | -53.4% | -31.6% |
| YTD | -24.5% | +12.3% | -36.9% | -28.2% |
| 1Y | -18.6% | +18.0% | -36.6% | -22.7% |
| All | -18.6% | +19.0% | -37.6% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling