-30.1%
NVTS vs PRU
+41.1%
-71.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -7.2% |
| 7D | +3.9% | +3.6% | +0.3% | +0.8% |
| 30D | -4.3% | +8.9% | -13.2% | -11.3% |
| 3M | -34.5% | +0.2% | -34.7% | -34.8% |
| 6M | -57.7% | +23.7% | -81.5% | -65.9% |
| YTD | +25.4% | +13.7% | +11.6% | +8.6% |
| 1Y | +13.1% | +20.6% | -7.5% | -7.5% |
| 3Y | +48.9% | +56.3% | -7.4% | -10.0% |
| 5Y | -51.8% | +42.3% | -94.1% | -66.1% |
| All | -30.1% | +41.1% | -71.2% | -49.8% |
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