-61.3%
NVD vs PRU
+19.3%
-80.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.2% | +6.1% | +3.3% |
| 7D | -7.7% | +1.9% | -9.6% | -7.1% |
| 30D | -5.8% | -0.4% | -5.4% | -5.8% |
| 3M | -23.2% | +16.4% | -39.6% | -18.0% |
| 6M | -49.7% | +26.0% | -75.8% | -43.2% |
| YTD | -47.7% | +9.9% | -57.6% | -42.1% |
| 1Y | -61.3% | +18.8% | -80.1% | -57.6% |
| All | -61.3% | +19.3% | -80.6% | -57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling