+149.9%
NUE vs PRU
+42.9%
+107.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.2% |
| 7D | -6.2% | +3.8% | -10.0% | -8.7% |
| 30D | +2.5% | +9.0% | -6.6% | -3.8% |
| 3M | -6.4% | +2.1% | -8.5% | -8.1% |
| 6M | +13.3% | +25.4% | -12.1% | -3.9% |
| YTD | +58.5% | +13.5% | +45.0% | +42.8% |
| 1Y | +81.9% | +21.3% | +60.5% | +55.8% |
| 3Y | +75.3% | +55.1% | +20.2% | +21.7% |
| 5Y | +149.9% | +43.6% | +106.4% | +83.0% |
| All | +149.9% | +42.9% | +107.1% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling