+75.3%
NUE vs PRU
+56.1%
+19.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.3% |
| 7D | -6.2% | +3.8% | -10.0% | -8.3% |
| 30D | +2.5% | +9.0% | -6.6% | -2.8% |
| 3M | -6.4% | +2.1% | -8.5% | -7.8% |
| 6M | +13.3% | +25.4% | -12.1% | -1.6% |
| YTD | +58.5% | +13.5% | +45.0% | +45.4% |
| 1Y | +81.9% | +21.3% | +60.5% | +59.1% |
| 3Y | +75.3% | +55.1% | +20.2% | +33.8% |
| All | +75.3% | +56.1% | +19.1% | +33.8% |
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