-42.8%
NVTS vs PRU
+36.1%
-78.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.6% | +12.2% | +11.9% |
| 7D | +1.5% | +2.4% | -0.9% | -0.2% |
| 30D | -23.8% | +6.1% | -29.9% | -27.9% |
| 3M | -30.6% | -0.7% | -29.8% | -30.5% |
| 6M | -48.4% | +22.1% | -70.4% | -58.0% |
| YTD | +20.6% | +9.8% | +10.8% | +7.6% |
| 1Y | -2.5% | +19.4% | -21.9% | -20.0% |
| 3Y | +44.0% | +50.4% | -6.4% | -10.3% |
| All | -42.8% | +36.1% | -78.9% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling