+4.3%
NVT vs PRU
+20.5%
-16.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.1% |
| 7D | +17.4% | 0.0% | +17.4% | +17.3% |
| 30D | -28.4% | +7.9% | -36.3% | -27.6% |
| 3M | -32.4% | +0.9% | -33.3% | -31.4% |
| 6M | -32.2% | +22.4% | -54.5% | -32.9% |
| YTD | +14.0% | +12.7% | +1.3% | +9.0% |
| 1Y | +4.3% | +19.6% | -15.3% | -1.6% |
| All | +4.3% | +20.5% | -16.2% | -1.6% |
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