+10.4%
NVTS vs PRU
+20.7%
-10.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.4% |
| 7D | +7.9% | -2.8% | +10.8% | +9.3% |
| 30D | +0.8% | +8.5% | -7.7% | -1.1% |
| 3M | -26.0% | +1.7% | -27.7% | -26.0% |
| 6M | -55.5% | +24.8% | -80.3% | -59.8% |
| YTD | +41.0% | +13.3% | +27.8% | +27.6% |
| 1Y | +10.4% | +21.4% | -11.0% | -3.0% |
| All | +10.4% | +20.7% | -10.3% | -3.0% |
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 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