-26.7%
NVTS vs PRU
+40.9%
-67.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -3.0% |
| 7D | +9.6% | +3.8% | +5.8% | +6.6% |
| 30D | -13.0% | +9.0% | -22.0% | -19.4% |
| 3M | -28.8% | +2.1% | -30.9% | -30.3% |
| 6M | -48.5% | +25.4% | -73.9% | -59.0% |
| YTD | +31.4% | +13.5% | +17.9% | +14.0% |
| 1Y | -2.3% | +21.3% | -23.6% | -20.6% |
| 3Y | +49.8% | +55.1% | -5.3% | -8.7% |
| 5Y | -43.2% | +43.6% | -86.8% | -60.3% |
| All | -26.7% | +40.9% | -67.6% | -47.3% |
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