+68.4%
NTAP vs PRU
+20.7%
+47.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | -2.4% | -2.8% | +0.4% | -1.8% |
| 30D | -23.4% | +8.5% | -31.9% | -24.5% |
| 3M | -7.5% | +1.7% | -9.3% | -7.2% |
| 6M | +56.4% | +24.8% | +31.6% | +49.2% |
| YTD | +73.6% | +13.3% | +60.3% | +74.0% |
| 1Y | +68.4% | +21.4% | +47.0% | +60.6% |
| All | +68.4% | +20.7% | +47.6% | +60.6% |
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