+42.2%
PRU vs NVMI
+140.3%
-98.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.3% |
| 7D | +3.6% | +1.5% | +2.1% | +3.4% |
| 30D | +8.9% | -4.1% | +12.9% | +9.2% |
| 3M | +0.2% | -22.8% | +22.9% | +3.2% |
| 6M | +23.7% | -36.9% | +60.6% | +29.5% |
| YTD | +13.7% | -3.2% | +17.0% | +9.6% |
| 1Y | +20.6% | +7.1% | +13.5% | +14.0% |
| 3Y | +56.3% | +181.5% | -125.2% | +12.4% |
| All | +42.2% | +140.3% | -98.1% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling