-99.2%
NVD vs PRU
+49.0%
-148.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +0.8% |
| 7D | +0.5% | -1.9% | +2.4% | -0.7% |
| 30D | -9.3% | -2.6% | -6.7% | -10.7% |
| 3M | -22.1% | +14.7% | -36.8% | -13.7% |
| 6M | -45.8% | +25.7% | -71.5% | -34.7% |
| YTD | -46.7% | +8.3% | -55.0% | -42.2% |
| 1Y | -59.5% | +17.3% | -76.8% | -53.1% |
| 3Y | -99.2% | +43.2% | -142.3% | -98.7% |
| All | -99.2% | +49.0% | -148.2% | -98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling