-49.6%
NVO vs PRU
+46.6%
-96.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.3% |
| 7D | +0.1% | +1.9% | -1.8% | -0.6% |
| 30D | -3.2% | -0.4% | -2.8% | -3.1% |
| 3M | +11.5% | +16.4% | -4.9% | +5.4% |
| 6M | +22.9% | +26.0% | -3.1% | +12.8% |
| YTD | -6.8% | +9.9% | -16.7% | -10.7% |
| 1Y | -12.6% | +18.8% | -31.4% | -17.9% |
| 3Y | -49.6% | +45.3% | -94.9% | -54.2% |
| All | -49.6% | +46.6% | -96.2% | -54.2% |
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