+136.2%
PRU vs NVS
+179.5%
-43.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.8% |
| 7D | -2.3% | -14.3% | +12.0% | +5.1% |
| 30D | -1.7% | -10.0% | +8.2% | +2.6% |
| 3M | +13.2% | -10.9% | +24.1% | +18.6% |
| 6M | +28.8% | -12.0% | +40.7% | +35.5% |
| YTD | +9.8% | +2.5% | +7.3% | +5.4% |
| 1Y | +17.4% | +10.7% | +6.7% | +7.3% |
| 3Y | +44.9% | +53.3% | -8.4% | +5.5% |
| 5Y | +46.6% | +93.6% | -47.0% | -11.9% |
| All | +136.2% | +179.5% | -43.4% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling