-5.3%
NOC vs PRU
+20.0%
-25.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.4% |
| 7D | -5.8% | +2.4% | -8.2% | -6.8% |
| 30D | +10.9% | +6.1% | +4.8% | +8.2% |
| 3M | -7.1% | -0.7% | -6.4% | -7.4% |
| 6M | -5.3% | +22.1% | -27.4% | -13.3% |
| All | -5.3% | +20.0% | -25.3% | -13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling