+3,357.3%
NVO vs PRU
+814.1%
+2,543.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -2.6% | -2.8% | +0.3% | -2.1% |
| 30D | +6.5% | +8.5% | -2.0% | +5.0% |
| 3M | -11.8% | +1.7% | -13.5% | -12.0% |
| 6M | -10.3% | +24.8% | -35.1% | -13.8% |
| YTD | -15.2% | +13.3% | -28.5% | -17.0% |
| 1Y | -12.2% | +21.4% | -33.6% | -15.1% |
| 3Y | -55.7% | +54.8% | -110.5% | -59.3% |
| 5Y | -18.7% | +42.4% | -61.1% | -24.9% |
| 10Y | +210.3% | +98.4% | +111.9% | +156.2% |
| All | +3,357.3% | +814.1% | +2,543.1% | +1,693.5% |
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