+78.4%
NSC vs PRU
+50.4%
+28.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -3.0% |
| 7D | -3.8% | +4.8% | -8.6% | -5.7% |
| 30D | +4.1% | +7.9% | -3.8% | +0.8% |
| 3M | -3.3% | +3.1% | -6.4% | -4.7% |
| 6M | +5.9% | +25.2% | -19.4% | -4.3% |
| YTD | +15.5% | +12.7% | +2.7% | +8.8% |
| 1Y | +19.3% | +23.5% | -4.1% | +7.5% |
| All | +78.4% | +50.4% | +28.0% | +51.1% |
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