+137.9%
NOK vs PRU
+46.4%
+91.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +3.3% |
| 7D | -10.5% | +2.4% | -12.9% | -11.0% |
| 30D | -27.9% | +6.1% | -34.0% | -29.0% |
| 3M | -18.8% | -0.7% | -18.0% | -18.7% |
| 6M | -41.9% | +22.1% | -64.0% | -45.4% |
| YTD | +18.4% | +9.8% | +8.6% | +14.2% |
| 1Y | +10.9% | +19.4% | -8.5% | +4.0% |
| 3Y | +137.9% | +50.4% | +87.5% | +87.6% |
| All | +137.9% | +46.4% | +91.5% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling