+811.7%
PRU vs NVS
+1,034.2%
-222.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.8% |
| 7D | +3.6% | -1.3% | +4.9% | +4.5% |
| 30D | +8.9% | +9.3% | -0.4% | +2.6% |
| 3M | +0.2% | +5.8% | -5.6% | -5.1% |
| 6M | +23.7% | +7.2% | +16.6% | +15.5% |
| YTD | +13.7% | +20.0% | -6.2% | -2.7% |
| 1Y | +20.6% | +25.4% | -4.8% | -0.2% |
| 3Y | +56.3% | +89.2% | -32.9% | -7.3% |
| 5Y | +42.3% | +134.6% | -92.3% | -30.0% |
| 10Y | +99.3% | +251.4% | -152.1% | -29.0% |
| All | +811.7% | +1,034.2% | -222.6% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling