+192.9%
NRG vs PRU
+43.4%
+149.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.6% |
| 7D | -0.2% | -3.8% | +3.7% | +1.7% |
| 30D | -6.8% | -2.0% | -4.8% | -6.0% |
| 3M | -7.1% | +14.0% | -21.1% | -13.8% |
| 6M | -27.6% | +27.2% | -54.8% | -36.8% |
| YTD | -29.2% | +9.1% | -38.3% | -33.1% |
| 1Y | -29.9% | +18.1% | -47.9% | -36.8% |
| 3Y | +198.7% | +44.3% | +154.4% | +136.5% |
| 5Y | +192.9% | +45.7% | +147.2% | +130.5% |
| All | +192.9% | +43.4% | +149.5% | +130.5% |
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