+134.7%
PRU vs NVMI
+3,108.0%
-2,973.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.8% | +1.2% |
| 7D | -3.8% | +3.8% | -7.6% | -4.7% |
| 30D | -2.0% | -7.6% | +5.5% | -0.5% |
| 3M | +14.0% | -28.0% | +42.0% | +20.5% |
| 6M | +27.2% | -15.3% | +42.5% | +27.8% |
| YTD | +9.1% | +11.5% | -2.4% | +1.6% |
| 1Y | +18.1% | +31.6% | -13.5% | +4.3% |
| 3Y | +44.3% | +207.0% | -162.7% | -7.4% |
| 5Y | +45.7% | +262.8% | -217.1% | -15.9% |
| All | +134.7% | +3,108.0% | -2,973.3% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling