-99.2%
NVD vs PRU
+54.7%
-153.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -2.0% |
| 7D | -11.1% | +1.9% | -13.0% | -9.8% |
| 30D | -13.3% | +2.7% | -16.0% | -11.4% |
| 3M | -19.8% | +19.5% | -39.3% | -8.7% |
| 6M | -48.8% | +26.6% | -75.4% | -38.2% |
| YTD | -49.7% | +12.3% | -62.0% | -43.9% |
| 1Y | -61.4% | +18.0% | -79.4% | -55.3% |
| 3Y | -99.1% | +47.0% | -146.1% | -98.7% |
| All | -99.2% | +54.7% | -153.9% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling