+58.9%
NTAP vs PRU
+19.0%
+39.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -0.8% | +1.9% | -2.6% | -1.3% |
| 30D | -0.5% | +2.7% | -3.3% | -1.3% |
| 3M | +4.1% | +19.5% | -15.4% | -0.8% |
| 6M | +88.0% | +26.6% | +61.3% | +74.1% |
| YTD | +75.6% | +12.3% | +63.2% | +72.6% |
| 1Y | +58.9% | +18.0% | +40.9% | +48.7% |
| All | +58.9% | +19.0% | +39.9% | +48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling