+48.9%
NVTS vs PRU
+56.8%
-7.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -7.1% |
| 7D | +3.9% | +3.6% | +0.3% | +1.4% |
| 30D | -4.3% | +8.9% | -13.2% | -9.9% |
| 3M | -34.5% | +0.2% | -34.7% | -34.6% |
| 6M | -57.7% | +23.7% | -81.5% | -64.7% |
| YTD | +25.4% | +13.7% | +11.6% | +11.4% |
| 1Y | +13.1% | +20.6% | -7.5% | -4.6% |
| 3Y | +48.9% | +56.3% | -7.4% | -11.0% |
| All | +48.9% | +56.8% | -7.8% | -11.0% |
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 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