+44.8%
NU vs PRU
+46.4%
-1.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.1% | +3.9% |
| 7D | +3.6% | +2.4% | +1.2% | +2.1% |
| 30D | -22.8% | +6.1% | -28.9% | -25.6% |
| 3M | -14.8% | -0.7% | -14.1% | -14.7% |
| 6M | -16.9% | +22.1% | -39.0% | -25.9% |
| YTD | -28.1% | +9.8% | -37.9% | -32.4% |
| 1Y | -24.5% | +19.4% | -43.9% | -32.4% |
| 3Y | +44.8% | +50.4% | -5.6% | +6.4% |
| All | +44.8% | +46.4% | -1.7% | +6.4% |
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