+430.9%
NVT vs PRU
+45.5%
+385.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +5.5% |
| 7D | +10.4% | +1.9% | +8.5% | +9.0% |
| 30D | -1.3% | -0.4% | -0.9% | -1.1% |
| 3M | -0.6% | +16.4% | -17.1% | -10.5% |
| 6M | +53.8% | +26.0% | +27.7% | +30.6% |
| YTD | +60.2% | +9.9% | +50.3% | +48.0% |
| 1Y | +76.8% | +18.8% | +58.0% | +54.2% |
| 3Y | +191.2% | +45.3% | +145.9% | +116.9% |
| 5Y | +430.9% | +45.6% | +385.4% | +285.0% |
| All | +430.9% | +45.5% | +385.5% | +285.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling