-21.3%
NVTS vs PRU
+40.6%
-61.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.5% |
| 7D | +7.9% | -2.8% | +10.8% | +11.0% |
| 30D | +0.8% | +8.5% | -7.7% | -6.2% |
| 3M | -26.0% | +1.7% | -27.7% | -27.3% |
| 6M | -55.5% | +24.8% | -80.3% | -64.5% |
| YTD | +41.0% | +13.3% | +27.8% | +22.6% |
| 1Y | +10.4% | +21.4% | -11.0% | -10.4% |
| 3Y | +60.9% | +54.8% | +6.1% | -1.8% |
| 5Y | -42.8% | +42.4% | -85.2% | -59.7% |
| All | -21.3% | +40.6% | -61.9% | -43.3% |
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