+3,320.3%
NVO vs PRU
+809.5%
+2,510.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +6.8% | +7.9% | -1.1% | +5.4% |
| 3M | -11.3% | +0.9% | -12.1% | -11.4% |
| 6M | -12.4% | +22.4% | -34.8% | -15.6% |
| YTD | -16.1% | +12.7% | -28.8% | -17.8% |
| 1Y | -15.1% | +19.6% | -34.7% | -17.7% |
| 3Y | -56.2% | +54.0% | -110.2% | -59.7% |
| 5Y | -19.4% | +41.0% | -60.4% | -25.4% |
| 10Y | +207.0% | +97.4% | +109.6% | +153.7% |
| All | +3,320.3% | +809.5% | +2,510.8% | +1,675.9% |
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