+215.7%
NRG vs PRU
+43.3%
+172.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +17.1% | -2.8% | +20.0% | +18.6% |
| 30D | -7.9% | +8.5% | -16.4% | -12.1% |
| 3M | -18.2% | +1.7% | -20.0% | -19.6% |
| 6M | -28.4% | +24.8% | -53.1% | -37.0% |
| YTD | -37.9% | +13.3% | -51.1% | -42.8% |
| 1Y | -39.2% | +21.4% | -60.6% | -46.1% |
| 3Y | +125.3% | +54.8% | +70.5% | +71.2% |
| 5Y | +215.7% | +42.4% | +173.4% | +149.4% |
| All | +215.7% | +43.3% | +172.5% | +149.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling