+1,323.1%
NVDL vs PRU
+40.6%
+1,282.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.5% | -8.5% | -8.6% |
| 7D | -17.5% | 0.0% | -17.4% | -17.7% |
| 30D | -49.2% | +7.9% | -57.2% | -52.1% |
| 3M | -49.0% | +0.9% | -49.9% | -49.7% |
| 6M | -50.9% | +22.4% | -73.3% | -58.7% |
| YTD | -36.7% | +12.7% | -49.4% | -43.4% |
| 1Y | -43.0% | +19.6% | -62.6% | -51.6% |
| 3Y | +281.1% | +54.0% | +227.1% | +161.1% |
| All | +1,323.1% | +40.6% | +1,282.4% | +985.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling