+177.4%
NXT vs PRU
+40.2%
+137.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -1.1% | +1.9% | -3.0% | -1.8% |
| 30D | -15.3% | +2.7% | -18.1% | -16.2% |
| 3M | -43.8% | +19.5% | -63.2% | -47.6% |
| 6M | -18.7% | +26.6% | -45.3% | -26.2% |
| YTD | -3.0% | +12.3% | -15.3% | -7.9% |
| 1Y | +22.7% | +18.0% | +4.7% | +14.0% |
| 3Y | +95.9% | +47.0% | +48.9% | +58.7% |
| All | +177.4% | +40.2% | +137.3% | +128.7% |
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