+0.7%
NVO vs PRU
+43.7%
-43.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | -4.7% | -1.9% | -2.8% | -4.2% |
| 30D | -5.4% | -2.6% | -2.9% | -4.7% |
| 3M | +7.0% | +14.7% | -7.7% | +2.9% |
| 6M | +17.6% | +25.7% | -8.1% | +10.2% |
| YTD | -8.0% | +8.3% | -16.3% | -10.4% |
| 1Y | -13.8% | +17.3% | -31.2% | -17.6% |
| 3Y | -50.3% | +43.2% | -93.4% | -54.8% |
| 5Y | +0.7% | +43.5% | -42.9% | -10.1% |
| All | +0.7% | +43.7% | -43.1% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling