+48.8%
NU vs PRU
+46.2%
+2.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.4% |
| 7D | +7.5% | +1.9% | +5.6% | +6.2% |
| 30D | +6.1% | +2.7% | +3.4% | +4.3% |
| 3M | +26.8% | +19.5% | +7.4% | +12.8% |
| 6M | +2.5% | +26.6% | -24.2% | -12.6% |
| YTD | -8.2% | +12.3% | -20.5% | -15.6% |
| 1Y | +3.4% | +18.0% | -14.7% | -8.4% |
| 3Y | +116.2% | +47.0% | +69.2% | +58.7% |
| All | +48.8% | +46.2% | +2.5% | +7.2% |
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