-9.4%
NVTS vs PRU
+34.3%
-43.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.0% |
| 7D | +3.5% | -1.9% | +5.4% | +5.0% |
| 30D | -11.9% | -2.6% | -9.3% | -10.1% |
| 3M | -49.2% | +14.7% | -63.9% | -56.0% |
| 6M | +38.4% | +25.7% | +12.7% | +8.6% |
| YTD | +62.5% | +8.3% | +54.2% | +47.1% |
| 1Y | +101.4% | +17.3% | +84.1% | +67.6% |
| 3Y | +40.4% | +43.2% | -2.7% | -7.7% |
| All | -9.4% | +34.3% | -43.7% | -32.0% |
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 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