+3,820.9%
NVO vs PRU
+806.6%
+3,014.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.7% |
| 7D | +2.2% | +1.9% | +0.3% | +1.8% |
| 30D | +6.0% | +2.7% | +3.3% | +5.5% |
| 3M | +7.9% | +19.5% | -11.6% | +4.4% |
| 6M | +27.1% | +26.6% | +0.4% | +21.7% |
| YTD | -3.8% | +12.3% | -16.2% | -5.7% |
| 1Y | -12.8% | +18.0% | -30.9% | -15.4% |
| 3Y | -46.3% | +47.0% | -93.3% | -50.2% |
| 5Y | +3.6% | +48.4% | -44.8% | -5.1% |
| 10Y | +157.0% | +142.4% | +14.6% | +104.5% |
| All | +3,820.9% | +806.6% | +3,014.3% | +1,936.6% |
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 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