+132.0%
NOK vs PRU
+19.3%
+112.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.3% | +6.2% |
| 7D | +7.3% | +1.9% | +5.3% | +7.1% |
| 30D | +13.8% | -0.4% | +14.2% | +13.8% |
| 3M | -27.0% | +16.4% | -43.4% | -27.4% |
| 6M | +37.6% | +26.0% | +11.6% | +36.1% |
| YTD | +64.6% | +9.9% | +54.7% | +57.8% |
| 1Y | +132.0% | +18.8% | +113.3% | +134.8% |
| All | +132.0% | +19.3% | +112.7% | +134.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling