+65.8%
NOC vs PRU
+42.1%
+23.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +4.8% | +3.6% | +1.2% | +4.2% |
| 30D | +11.0% | +8.9% | +2.2% | +9.4% |
| 3M | -3.8% | +0.2% | -4.0% | -3.9% |
| 6M | +0.6% | +23.7% | -23.1% | -3.0% |
| YTD | -2.3% | +13.7% | -16.0% | -4.7% |
| 1Y | +0.3% | +20.6% | -20.4% | -3.1% |
| 3Y | +24.6% | +56.3% | -31.7% | +13.3% |
| All | +65.8% | +42.1% | +23.7% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling