+924.9%
NRG vs PRU
+99.2%
+825.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | +10.0% | +3.6% | +6.4% | +8.4% |
| 30D | -3.2% | +8.9% | -12.1% | -7.4% |
| 3M | -18.5% | +0.2% | -18.7% | -19.2% |
| 6M | -25.3% | +23.7% | -49.0% | -32.9% |
| YTD | -38.1% | +13.7% | -51.9% | -42.6% |
| 1Y | -40.7% | +20.6% | -61.3% | -46.4% |
| 3Y | +121.8% | +56.3% | +65.4% | +76.7% |
| 5Y | +209.2% | +42.3% | +166.9% | +153.4% |
| All | +924.9% | +99.2% | +825.7% | +545.3% |
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