+244.4%
NXT vs PRU
+37.0%
+207.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.6% | +8.0% | +6.4% |
| 7D | +32.2% | +2.4% | +29.8% | +31.4% |
| 30D | +21.9% | +6.1% | +15.8% | +19.4% |
| 3M | +6.6% | -0.7% | +7.3% | +6.9% |
| 6M | -16.8% | +22.1% | -38.9% | -23.1% |
| YTD | +20.4% | +9.8% | +10.6% | +15.4% |
| 1Y | -1.5% | +19.4% | -20.9% | -8.9% |
| 3Y | +182.4% | +50.4% | +132.0% | +125.5% |
| All | +244.4% | +37.0% | +207.4% | +186.6% |
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