+18.8%
NVDL vs PRU
+18.5%
+0.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -4.9% |
| 7D | -8.7% | -3.8% | -4.9% | -7.6% |
| 30D | -1.3% | -2.0% | +0.7% | -0.7% |
| 3M | +11.4% | +14.0% | -2.6% | +4.5% |
| 6M | +22.9% | +27.2% | -4.4% | +7.7% |
| YTD | +15.4% | +9.1% | +6.3% | +5.2% |
| 1Y | +18.8% | +18.1% | +0.7% | +9.2% |
| All | +18.8% | +18.5% | +0.3% | +9.2% |
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