+225.5%
NRG vs PRU
+44.4%
+181.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.5% |
| 7D | +9.3% | +1.9% | +7.3% | +8.2% |
| 30D | +1.3% | -0.4% | +1.7% | +1.3% |
| 3M | -6.0% | +16.4% | -22.4% | -13.5% |
| 6M | -22.0% | +26.0% | -48.0% | -31.2% |
| YTD | -24.1% | +9.9% | -34.0% | -28.4% |
| 1Y | -18.0% | +18.8% | -36.8% | -26.0% |
| All | +225.5% | +44.4% | +181.1% | +164.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling