+37.0%
PRU vs NIO
-92.1%
+129.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.9% | -8.6% | -3.1% |
| 7D | +2.4% | +5.6% | -3.2% | +1.9% |
| 30D | +6.1% | -4.2% | +10.4% | +6.4% |
| 3M | -0.7% | -26.3% | +25.6% | +1.7% |
| 6M | +22.1% | -42.5% | +64.6% | +27.4% |
| YTD | +9.8% | -33.5% | +43.3% | +12.6% |
| 1Y | +19.4% | -52.7% | +72.0% | +26.0% |
| 3Y | +50.4% | -57.5% | +107.8% | +54.0% |
| All | +37.0% | -92.1% | +129.0% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling