+309.6%
NSC vs PRU
+115.4%
+194.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -1.4% |
| 7D | -6.6% | +2.4% | -9.0% | -7.9% |
| 30D | +2.2% | +6.1% | -4.0% | -1.1% |
| 3M | -6.2% | -0.7% | -5.5% | -6.2% |
| 6M | +1.7% | +22.1% | -20.4% | -9.0% |
| YTD | +12.2% | +9.8% | +2.4% | +5.4% |
| 1Y | +15.4% | +19.4% | -3.9% | +3.5% |
| 3Y | +73.3% | +50.4% | +23.0% | +34.6% |
| 5Y | +24.7% | +37.2% | -12.5% | -0.4% |
| All | +309.6% | +115.4% | +194.2% | +128.8% |
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