+48.5%
PRU vs NIO
-90.7%
+139.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | +1.9% | -13.0% | +14.9% | +3.1% |
| 30D | +2.7% | -18.3% | +21.0% | +4.5% |
| 3M | +19.5% | -33.2% | +52.7% | +23.5% |
| 6M | +26.6% | -21.5% | +48.1% | +28.3% |
| YTD | +12.3% | -25.5% | +37.8% | +14.2% |
| 1Y | +18.0% | -38.0% | +56.1% | +21.3% |
| 3Y | +47.0% | -65.5% | +112.5% | +54.6% |
| All | +48.5% | -90.7% | +139.2% | +79.3% |
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