+2,622.7%
NVDL vs PRU
+35.1%
+2,587.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -0.7% |
| 7D | -0.8% | -1.9% | +1.0% | +0.6% |
| 30D | +3.4% | -2.6% | +6.0% | +5.4% |
| 3M | +8.1% | +14.7% | -6.6% | -3.8% |
| 6M | +31.9% | +25.7% | +6.2% | +8.7% |
| YTD | +21.1% | +8.3% | +12.9% | +12.2% |
| 1Y | +34.0% | +17.3% | +16.7% | +15.6% |
| 3Y | +677.9% | +43.2% | +634.8% | +465.5% |
| All | +2,622.7% | +35.1% | +2,587.6% | +2,052.2% |
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 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