+2,094.7%
NXPI vs PRU
+312.0%
+1,782.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.3% | +3.2% |
| 7D | +1.7% | -2.8% | +4.5% | +3.7% |
| 30D | +19.7% | +8.5% | +11.2% | +13.5% |
| 3M | +14.5% | +1.7% | +12.8% | +12.9% |
| 6M | -11.2% | +24.8% | -36.0% | -23.7% |
| YTD | +25.8% | +13.3% | +12.5% | +14.2% |
| 1Y | +35.2% | +21.4% | +13.8% | +17.4% |
| 3Y | +52.3% | +54.8% | -2.5% | +12.0% |
| 5Y | +34.8% | +42.4% | -7.5% | +3.5% |
| 10Y | +214.4% | +98.4% | +116.0% | +71.7% |
| All | +2,094.7% | +312.0% | +1,782.7% | +526.0% |
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 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