-98.7%
NVD vs PRU
+55.2%
-153.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.4% | +6.3% | +10.2% |
| 7D | +23.8% | +3.2% | +20.6% | +26.0% |
| 30D | +57.0% | +7.9% | +49.1% | +64.4% |
| 3M | +41.6% | +1.8% | +39.8% | +42.5% |
| 6M | +17.6% | +24.1% | -6.6% | +37.8% |
| YTD | -21.4% | +12.4% | -33.8% | -13.1% |
| 1Y | -23.3% | +20.9% | -44.2% | -9.7% |
| 3Y | -98.7% | +55.5% | -154.1% | -98.0% |
| All | -98.7% | +55.2% | -153.8% | -98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling