-32.7%
NVTS vs PRU
+36.2%
-69.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.6% | +12.2% | +11.8% |
| 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% | -57.9% |
| YTD | +20.6% | +9.8% | +10.8% | +7.7% |
| 1Y | -2.5% | +19.4% | -21.9% | -19.9% |
| 3Y | +44.0% | +50.4% | -6.4% | -9.9% |
| 5Y | -42.6% | +37.2% | -79.8% | -58.4% |
| All | -32.7% | +36.2% | -69.0% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling