+74.5%
NVT vs PRU
+16.8%
+57.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.4% |
| 7D | +7.0% | -1.9% | +8.9% | +7.1% |
| 30D | -2.3% | -2.6% | +0.3% | -2.2% |
| 3M | -3.1% | +14.7% | -17.8% | -4.9% |
| 6M | +47.0% | +25.7% | +21.3% | +40.9% |
| YTD | +56.2% | +8.3% | +47.9% | +50.6% |
| 1Y | +74.5% | +17.3% | +57.2% | +64.8% |
| All | +74.5% | +16.8% | +57.7% | +64.8% |
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