+3,990.2%
NUE vs PRU
+806.6%
+3,183.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.1% |
| 7D | +4.2% | +1.9% | +2.4% | +3.3% |
| 30D | -5.0% | +2.7% | -7.7% | -6.1% |
| 3M | -0.2% | +19.5% | -19.7% | -8.1% |
| 6M | +49.1% | +26.6% | +22.5% | +33.4% |
| YTD | +61.0% | +12.3% | +48.7% | +51.6% |
| 1Y | +82.5% | +18.0% | +64.5% | +67.6% |
| 3Y | +57.9% | +47.0% | +10.9% | +31.2% |
| 5Y | +146.6% | +48.4% | +98.1% | +104.9% |
| 10Y | +561.6% | +142.4% | +419.2% | +335.2% |
| All | +3,990.2% | +806.6% | +3,183.6% | +938.9% |
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