+85.3%
NUE vs PRU
+16.8%
+68.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.1% |
| 7D | -2.3% | -1.9% | -0.4% | -1.7% |
| 30D | -6.1% | -2.6% | -3.5% | -5.3% |
| 3M | +1.7% | +14.7% | -13.0% | -1.6% |
| 6M | +53.1% | +25.7% | +27.4% | +43.8% |
| YTD | +59.0% | +8.3% | +50.8% | +53.6% |
| 1Y | +85.3% | +17.3% | +68.0% | +72.7% |
| All | +85.3% | +16.8% | +68.5% | +72.7% |
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 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