+141.2%
NVO vs PRU
+138.7%
+2.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -7.4% | -3.8% | -3.5% | -6.7% |
| 30D | -5.5% | -2.0% | -3.5% | -5.1% |
| 3M | +4.1% | +14.0% | -9.8% | +1.6% |
| 6M | +19.3% | +27.2% | -7.9% | +14.0% |
| YTD | -9.2% | +9.1% | -18.3% | -10.7% |
| 1Y | -15.0% | +18.1% | -33.1% | -17.6% |
| 3Y | -50.9% | +44.3% | -95.1% | -54.2% |
| 5Y | -0.9% | +45.7% | -46.6% | -8.5% |
| All | +141.2% | +138.7% | +2.5% | +83.8% |
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 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