+161.3%
NOC vs PRU
+115.4%
+45.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +2.0% |
| 7D | -2.9% | +3.2% | -6.1% | -4.0% |
| 30D | +12.1% | +7.9% | +4.2% | +9.5% |
| 3M | -5.3% | +1.8% | -7.1% | -5.9% |
| 6M | -1.0% | +24.1% | -25.2% | -7.2% |
| YTD | -4.3% | +12.4% | -16.7% | -8.0% |
| 1Y | -3.6% | +20.9% | -24.6% | -9.3% |
| 3Y | +22.9% | +55.5% | -32.6% | +4.8% |
| 5Y | +60.4% | +42.7% | +17.7% | +37.2% |
| 10Y | +161.3% | +106.1% | +55.1% | +84.6% |
| All | +161.3% | +115.4% | +45.9% | +84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling