+1,065.2%
NRG vs PRU
+140.2%
+924.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | -4.7% | -2.3% | -2.4% | -3.7% |
| 30D | -6.0% | -1.7% | -4.2% | -5.4% |
| 3M | -8.0% | +13.2% | -21.2% | -13.4% |
| 6M | -23.2% | +28.8% | -51.9% | -31.8% |
| YTD | -28.1% | +9.8% | -37.8% | -31.7% |
| 1Y | -27.3% | +17.4% | -44.6% | -33.1% |
| 3Y | +208.7% | +44.9% | +163.7% | +156.2% |
| 5Y | +197.7% | +46.6% | +151.0% | +143.3% |
| All | +1,065.2% | +140.2% | +924.9% | +559.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling