+1,567.2%
NRG vs PRU
+540.2%
+1,027.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.4% | +6.7% |
| 7D | +7.1% | +1.9% | +5.2% | +6.4% |
| 30D | -1.4% | +2.7% | -4.1% | -2.3% |
| 3M | -10.5% | +19.5% | -29.9% | -15.9% |
| 6M | -26.7% | +26.6% | -53.4% | -32.6% |
| YTD | -24.5% | +12.3% | -36.9% | -27.8% |
| 1Y | -18.6% | +18.0% | -36.6% | -23.5% |
| 3Y | +227.1% | +47.0% | +180.1% | +184.8% |
| 5Y | +198.8% | +48.4% | +150.3% | +157.9% |
| 10Y | +1,122.3% | +142.4% | +979.8% | +753.6% |
| All | +1,567.2% | +540.2% | +1,027.0% | +622.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling