-20.1%
NVDL vs PRU
+27.9%
-48.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.6% | -12.7% | -6.9% |
| 7D | -14.0% | +9.8% | -23.8% | -15.3% |
| 30D | -31.2% | +11.6% | -42.8% | -32.6% |
| 3M | -15.5% | +3.7% | -19.2% | -15.4% |
| 6M | -10.3% | +33.0% | -43.2% | -22.8% |
| YTD | -5.8% | +16.6% | -22.4% | -16.3% |
| 1Y | -20.1% | +26.9% | -47.0% | -30.4% |
| All | -20.1% | +27.9% | -48.0% | -30.4% |
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