+91.6%
NXT vs PRU
+47.2%
+44.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -1.1% | +1.9% | -3.0% | -1.7% |
| 30D | -15.3% | +2.7% | -18.1% | -16.1% |
| 3M | -43.8% | +19.5% | -63.2% | -47.4% |
| 6M | -18.7% | +26.6% | -45.3% | -25.8% |
| YTD | -3.0% | +12.3% | -15.3% | -7.6% |
| 1Y | +22.7% | +18.0% | +4.7% | +14.4% |
| All | +91.6% | +47.2% | +44.4% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling