+1,909.1%
NOC vs PRU
+806.6%
+1,102.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.3% |
| 7D | -5.2% | +1.9% | -7.0% | -5.6% |
| 30D | -7.2% | +2.7% | -9.9% | -7.8% |
| 3M | -5.1% | +19.5% | -24.6% | -8.9% |
| 6M | -31.1% | +26.6% | -57.7% | -34.7% |
| YTD | -8.6% | +12.3% | -20.9% | -11.2% |
| 1Y | -9.7% | +18.0% | -27.8% | -13.4% |
| 3Y | +24.3% | +47.0% | -22.7% | +11.9% |
| 5Y | +52.6% | +48.4% | +4.2% | +35.1% |
| 10Y | +183.6% | +142.4% | +41.1% | +115.1% |
| All | +1,909.1% | +806.6% | +1,102.5% | +858.5% |
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