+501.5%
NVT vs PRU
+73.0%
+428.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.3% |
| 7D | +8.0% | +3.6% | +4.4% | +5.6% |
| 30D | -24.8% | +8.9% | -33.6% | -29.6% |
| 3M | -32.4% | +0.2% | -32.6% | -33.4% |
| 6M | -33.5% | +23.7% | -57.2% | -43.5% |
| YTD | +13.2% | +13.7% | -0.6% | +0.6% |
| 1Y | +9.0% | +20.6% | -11.7% | -7.1% |
| 3Y | +129.4% | +56.3% | +73.1% | +61.5% |
| 5Y | +230.1% | +42.3% | +187.7% | +144.2% |
| All | +501.5% | +73.0% | +428.5% | +262.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling