-15.0%
NVO vs PRU
+18.5%
-33.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.7% |
| 7D | -7.4% | -3.8% | -3.5% | -4.9% |
| 30D | -5.5% | -2.0% | -3.5% | -4.3% |
| 3M | +4.1% | +14.0% | -9.8% | -4.9% |
| 6M | +19.3% | +27.2% | -7.9% | +0.4% |
| YTD | -9.2% | +9.1% | -18.3% | -17.3% |
| 1Y | -15.0% | +18.1% | -33.1% | -22.6% |
| All | -15.0% | +18.5% | -33.5% | -22.6% |
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 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