+244.4%
NXT vs PRU
+40.2%
+204.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.9% |
| 7D | +15.1% | +3.2% | +11.9% | +13.9% |
| 30D | +21.8% | +7.9% | +13.9% | +18.5% |
| 3M | +1.6% | +1.8% | -0.2% | +0.9% |
| 6M | -16.7% | +24.1% | -40.8% | -23.6% |
| YTD | +20.4% | +12.4% | +8.0% | +14.4% |
| 1Y | +0.2% | +20.9% | -20.7% | -7.6% |
| 3Y | +208.7% | +55.5% | +153.2% | +143.1% |
| All | +244.4% | +40.2% | +204.2% | +184.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling