+68.0%
NTAP vs PRU
+20.9%
+47.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.7% |
| 7D | +7.2% | +3.6% | +3.6% | +6.4% |
| 30D | -18.4% | +8.9% | -27.2% | -19.6% |
| 3M | -11.3% | +0.2% | -11.5% | -10.6% |
| 6M | +53.8% | +23.7% | +30.0% | +47.3% |
| YTD | +72.0% | +13.7% | +58.2% | +72.2% |
| 1Y | +68.0% | +20.6% | +47.4% | +62.0% |
| All | +68.0% | +20.9% | +47.1% | +62.0% |
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