+3,402.7%
NVO vs PRU
+817.9%
+2,584.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.2% |
| 7D | +3.3% | +3.6% | -0.3% | +2.6% |
| 30D | +9.2% | +8.9% | +0.3% | +7.6% |
| 3M | -9.8% | +0.2% | -9.9% | -9.8% |
| 6M | -10.4% | +23.7% | -34.2% | -13.8% |
| YTD | -14.1% | +13.7% | -27.8% | -16.0% |
| 1Y | -11.1% | +20.6% | -31.7% | -13.9% |
| 3Y | -54.9% | +56.3% | -111.3% | -58.6% |
| 5Y | -17.4% | +42.3% | -59.8% | -23.8% |
| 10Y | +214.4% | +99.3% | +115.1% | +159.4% |
| All | +3,402.7% | +817.9% | +2,584.8% | +1,715.7% |
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