+2,974.8%
NSC vs PRU
+809.8%
+2,165.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -3.1% |
| 7D | -3.8% | +4.8% | -8.6% | -5.5% |
| 30D | +4.1% | +7.9% | -3.8% | +1.2% |
| 3M | -3.3% | +3.1% | -6.4% | -4.5% |
| 6M | +5.9% | +25.2% | -19.4% | -2.9% |
| YTD | +15.5% | +12.7% | +2.7% | +9.6% |
| 1Y | +19.3% | +23.5% | -4.1% | +9.4% |
| 3Y | +79.0% | +50.6% | +28.4% | +51.2% |
| 5Y | +28.3% | +40.9% | -12.6% | +9.9% |
| 10Y | +336.8% | +125.5% | +211.4% | +204.4% |
| All | +2,974.8% | +809.8% | +2,165.0% | +794.9% |
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