+9.0%
NVT vs PRU
+20.9%
-12.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.6% |
| 7D | +8.0% | +3.6% | +4.4% | +8.3% |
| 30D | -24.8% | +8.9% | -33.6% | -24.0% |
| 3M | -32.4% | +0.2% | -32.6% | -31.3% |
| 6M | -33.5% | +23.7% | -57.2% | -34.2% |
| YTD | +13.2% | +13.7% | -0.6% | +8.5% |
| 1Y | +9.0% | +20.6% | -11.7% | +2.5% |
| All | +9.0% | +20.9% | -12.0% | +2.5% |
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