+187.9%
NVT vs PRU
+44.4%
+143.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +5.4% |
| 7D | +10.4% | +1.9% | +8.5% | +9.1% |
| 30D | -1.3% | -0.4% | -0.9% | -1.2% |
| 3M | -0.6% | +16.4% | -17.1% | -9.6% |
| 6M | +53.8% | +26.0% | +27.7% | +32.4% |
| YTD | +60.2% | +9.9% | +50.3% | +49.4% |
| 1Y | +76.8% | +18.8% | +58.0% | +55.7% |
| All | +187.9% | +44.4% | +143.5% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling