-10.8%
NVTS vs PRU
+27.9%
-38.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.6% | +2.4% | +7.0% |
| 7D | -0.3% | +9.8% | -10.1% | -2.8% |
| 30D | -24.4% | +11.6% | -36.0% | -26.7% |
| 3M | -26.5% | +3.7% | -30.2% | -27.2% |
| 6M | -41.4% | +33.0% | -74.4% | -48.5% |
| YTD | +30.7% | +16.6% | +14.1% | +16.6% |
| 1Y | -10.8% | +26.9% | -37.7% | -25.0% |
| All | -10.8% | +27.9% | -38.7% | -25.0% |
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 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