-29.8%
NOK vs PRU
+806.8%
-836.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +6.0% |
| 7D | -1.4% | +3.2% | -4.6% | -2.6% |
| 30D | -21.0% | +7.9% | -29.0% | -23.4% |
| 3M | -12.6% | +1.8% | -14.4% | -13.6% |
| 6M | -36.2% | +24.1% | -60.3% | -41.4% |
| YTD | +26.4% | +12.4% | +14.1% | +19.8% |
| 1Y | +19.6% | +20.9% | -1.3% | +10.3% |
| 3Y | +152.6% | +55.5% | +97.1% | +109.9% |
| 5Y | +57.3% | +42.7% | +14.6% | +34.2% |
| 10Y | +123.8% | +106.1% | +17.6% | +55.8% |
| All | -29.8% | +806.8% | -836.6% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling