+70.9%
NVT vs PRU
+19.0%
+51.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.5% | +2.7% |
| 7D | +5.1% | +1.9% | +3.2% | +4.9% |
| 30D | -3.7% | +2.7% | -6.4% | -3.9% |
| 3M | -10.1% | +19.5% | -29.6% | -12.0% |
| 6M | +37.5% | +26.6% | +10.8% | +32.4% |
| YTD | +53.7% | +12.3% | +41.4% | +48.0% |
| 1Y | +70.9% | +18.0% | +52.8% | +62.6% |
| All | +70.9% | +19.0% | +51.9% | +62.6% |
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