-25.2%
NVTS vs PRU
+39.4%
-64.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.4% | +8.9% | +9.2% |
| 7D | +20.8% | +3.2% | +17.6% | +18.2% |
| 30D | -11.1% | +7.9% | -19.1% | -16.9% |
| 3M | -31.0% | +1.8% | -32.8% | -32.3% |
| 6M | -47.4% | +24.1% | -71.5% | -57.7% |
| YTD | +34.2% | +12.4% | +21.8% | +17.6% |
| 1Y | +22.2% | +20.9% | +1.3% | -0.4% |
| 3Y | +68.4% | +55.5% | +12.9% | +2.3% |
| 5Y | -39.0% | +42.7% | -81.7% | -57.1% |
| All | -25.2% | +39.4% | -64.6% | -45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling