+88.8%
PRU vs NIO
-46.0%
+134.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -2.8% | -1.8% | -1.0% | -2.7% |
| 30D | +8.5% | -6.6% | +15.1% | +9.0% |
| 3M | +1.7% | -29.9% | +31.6% | +4.4% |
| 6M | +24.8% | -46.6% | +71.4% | +30.4% |
| YTD | +13.3% | -36.5% | +49.7% | +16.3% |
| 1Y | +21.4% | -51.1% | +72.5% | +27.0% |
| 3Y | +54.8% | -55.2% | +110.0% | +57.4% |
| 5Y | +42.4% | -92.3% | +134.7% | +58.6% |
| All | +88.8% | -46.0% | +134.8% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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