-24.1%
NU vs PRU
+27.9%
-52.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.6% | -3.3% | +0.3% |
| 7D | +0.2% | +9.8% | -9.6% | -4.0% |
| 30D | -21.0% | +11.6% | -32.6% | -25.2% |
| 3M | -16.3% | +3.7% | -20.0% | -17.7% |
| 6M | -15.3% | +33.0% | -48.3% | -25.8% |
| YTD | -28.4% | +16.6% | -45.0% | -34.9% |
| 1Y | -24.1% | +26.9% | -51.1% | -32.1% |
| All | -24.1% | +27.9% | -52.0% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling