+127.9%
NOK vs PRU
+99.2%
+28.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.9% |
| 7D | +5.4% | +3.6% | +1.7% | +4.0% |
| 30D | -14.1% | +8.9% | -23.0% | -17.1% |
| 3M | -23.6% | +0.2% | -23.8% | -24.0% |
| 6M | -45.1% | +23.7% | -68.9% | -49.9% |
| YTD | +24.7% | +13.7% | +11.0% | +17.0% |
| 1Y | +19.0% | +20.6% | -1.6% | +9.0% |
| 3Y | +147.0% | +56.3% | +90.7% | +99.7% |
| 5Y | +58.2% | +42.3% | +15.8% | +31.8% |
| All | +127.9% | +99.2% | +28.7% | +52.3% |
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 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