+95.9%
PRU vs NVS
+259.5%
-163.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | 0.0% | -1.0% | +1.0% | +0.5% |
| 30D | +7.9% | +12.5% | -4.6% | +1.6% |
| 3M | +0.9% | +5.2% | -4.3% | -2.8% |
| 6M | +22.4% | +8.2% | +14.2% | +15.5% |
| YTD | +12.7% | +19.8% | -7.1% | -0.3% |
| 1Y | +19.6% | +24.8% | -5.2% | +3.1% |
| 3Y | +54.0% | +90.0% | -36.0% | -1.0% |
| 5Y | +41.0% | +134.3% | -93.2% | -24.4% |
| All | +95.9% | +259.5% | -163.6% | -7.6% |
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