+45.4%
PRU vs NVS
+55.0%
-9.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -13.9% | +11.8% | +0.8% |
| 7D | +1.9% | -14.6% | +16.5% | +5.2% |
| 30D | -0.4% | -11.9% | +11.5% | +2.0% |
| 3M | +16.4% | -6.0% | +22.4% | +17.2% |
| 6M | +26.0% | -11.4% | +37.4% | +28.5% |
| YTD | +9.9% | +2.9% | +7.0% | +8.0% |
| 1Y | +18.8% | +10.2% | +8.5% | +14.6% |
| 3Y | +45.4% | +55.3% | -10.0% | +27.2% |
| All | +45.4% | +55.0% | -9.6% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling