+569.6%
NTAP vs PRU
+145.9%
+423.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -0.8% | +1.9% | -2.6% | -1.8% |
| 30D | -0.5% | +2.7% | -3.3% | -1.9% |
| 3M | +4.1% | +19.5% | -15.4% | -5.4% |
| 6M | +88.0% | +26.6% | +61.3% | +64.7% |
| YTD | +75.6% | +12.3% | +63.2% | +63.7% |
| 1Y | +58.9% | +18.0% | +40.9% | +44.0% |
| 3Y | +153.6% | +47.0% | +106.6% | +99.8% |
| 5Y | +127.6% | +48.4% | +79.2% | +75.3% |
| All | +569.6% | +145.9% | +423.7% | +259.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling