+43.0%
NVTS vs PRU
+50.2%
-7.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +7.0% |
| 7D | +2.7% | +1.9% | +0.8% | +1.2% |
| 30D | -4.5% | +2.7% | -7.2% | -6.6% |
| 3M | -61.5% | +19.5% | -81.0% | -67.1% |
| 6M | +28.0% | +26.6% | +1.3% | +3.3% |
| YTD | +65.3% | +12.3% | +52.9% | +47.7% |
| 1Y | +113.0% | +18.0% | +94.9% | +81.0% |
| All | +43.0% | +50.2% | -7.2% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling