+1,948.2%
NOC vs PRU
+785.9%
+1,162.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.5% |
| 7D | -5.8% | +2.4% | -8.2% | -6.5% |
| 30D | +10.9% | +6.1% | +4.8% | +9.3% |
| 3M | -7.1% | -0.7% | -6.4% | -7.1% |
| 6M | -5.3% | +22.1% | -27.4% | -9.7% |
| YTD | -6.8% | +9.8% | -16.6% | -9.1% |
| 1Y | -6.7% | +19.4% | -26.1% | -10.8% |
| 3Y | +17.2% | +50.4% | -33.2% | +4.9% |
| 5Y | +56.3% | +37.2% | +19.1% | +40.7% |
| 10Y | +173.7% | +119.5% | +54.2% | +111.8% |
| All | +1,948.2% | +785.9% | +1,162.3% | +880.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling