+108.3%
NVTS vs PRU
+18.6%
+89.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.4% |
| 7D | +9.7% | +1.9% | +7.8% | +8.8% |
| 30D | -13.6% | -0.4% | -13.2% | -13.6% |
| 3M | -51.0% | +16.4% | -67.4% | -54.8% |
| 6M | +46.3% | +26.0% | +20.3% | +24.5% |
| YTD | +68.1% | +9.9% | +58.2% | +55.7% |
| All | +108.3% | +18.6% | +89.7% | +69.7% |
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