+123.7%
NOK vs PRU
+107.2%
+16.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.5% |
| 7D | -2.7% | +3.8% | -6.5% | -4.1% |
| 30D | -20.4% | +9.0% | -29.4% | -23.2% |
| 3M | -9.6% | +2.1% | -11.8% | -10.8% |
| 6M | -35.6% | +25.4% | -61.1% | -41.6% |
| YTD | +27.5% | +13.5% | +14.0% | +19.8% |
| 1Y | +18.4% | +21.3% | -3.0% | +8.2% |
| 3Y | +151.8% | +55.1% | +96.7% | +104.3% |
| 5Y | +61.1% | +43.6% | +17.6% | +33.9% |
| 10Y | +123.7% | +99.2% | +24.4% | +48.0% |
| All | +123.7% | +107.2% | +16.5% | +48.0% |
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