+780.9%
PRU vs NVMI
+9,375.1%
-8,594.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.4% |
| 7D | +1.9% | +11.7% | -9.8% | +0.2% |
| 30D | -0.4% | -4.0% | +3.6% | 0.0% |
| 3M | +16.4% | -25.8% | +42.2% | +20.4% |
| 6M | +26.0% | -8.3% | +34.4% | +25.3% |
| YTD | +9.9% | +14.8% | -4.9% | +5.2% |
| 1Y | +18.8% | +37.9% | -19.1% | +10.0% |
| 3Y | +45.4% | +216.3% | -170.9% | +14.5% |
| 5Y | +45.6% | +277.2% | -231.6% | +9.5% |
| 10Y | +139.6% | +3,074.3% | -2,934.7% | +31.6% |
| All | +780.9% | +9,375.1% | -8,594.2% | +197.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling