+62.3%
NUE vs PRU
+46.6%
+15.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.5% |
| 7D | +1.8% | +1.9% | -0.1% | +0.6% |
| 30D | -6.0% | -0.4% | -5.5% | -5.7% |
| 3M | +1.4% | +16.4% | -15.0% | -7.6% |
| 6M | +52.8% | +26.0% | +26.8% | +32.0% |
| YTD | +58.1% | +9.9% | +48.2% | +48.1% |
| 1Y | +80.4% | +18.8% | +61.6% | +59.7% |
| 3Y | +62.3% | +45.3% | +16.9% | +27.4% |
| All | +62.3% | +46.6% | +15.6% | +27.4% |
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