+2,976.8%
NSC vs PRU
+806.6%
+2,170.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -5.5% | +1.9% | -7.4% | -6.2% |
| 30D | -3.2% | +2.7% | -5.9% | -4.2% |
| 3M | +7.7% | +19.5% | -11.8% | +0.6% |
| 6M | +4.5% | +26.6% | -22.1% | -4.6% |
| YTD | +15.6% | +12.3% | +3.2% | +9.9% |
| 1Y | +19.8% | +18.0% | +1.8% | +11.7% |
| 3Y | +70.1% | +47.0% | +23.1% | +45.2% |
| 5Y | +46.1% | +48.4% | -2.3% | +22.9% |
| 10Y | +328.1% | +142.4% | +185.6% | +191.6% |
| All | +2,976.8% | +806.6% | +2,170.2% | +797.7% |
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