+129.8%
NOK vs PRU
+135.5%
-5.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.6% |
| 7D | +9.3% | -1.9% | +11.2% | +10.0% |
| 30D | +17.9% | -2.6% | +20.4% | +18.9% |
| 3M | -22.3% | +14.7% | -37.0% | -26.6% |
| 6M | +36.4% | +25.7% | +10.7% | +24.1% |
| YTD | +66.3% | +8.3% | +58.0% | +59.7% |
| 1Y | +134.4% | +17.3% | +117.1% | +117.2% |
| 3Y | +186.6% | +43.2% | +143.4% | +141.0% |
| 5Y | +102.7% | +43.5% | +59.2% | +69.4% |
| 10Y | +129.8% | +134.6% | -4.7% | +46.5% |
| All | +129.8% | +135.5% | -5.7% | +46.5% |
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 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