+13.1%
NVTS vs PRU
+20.9%
-7.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.7% |
| 7D | +3.9% | +3.6% | +0.3% | +2.5% |
| 30D | -4.3% | +8.9% | -13.2% | -6.4% |
| 3M | -34.5% | +0.2% | -34.7% | -34.2% |
| 6M | -57.7% | +23.7% | -81.5% | -61.6% |
| YTD | +25.4% | +13.7% | +11.6% | +13.6% |
| 1Y | +13.1% | +20.6% | -7.5% | -0.4% |
| All | +13.1% | +20.9% | -7.8% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling