+58.8%
NTAP vs PRU
+22.1%
+36.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.3% |
| 7D | -7.8% | +3.8% | -11.5% | -8.1% |
| 30D | -25.8% | +9.0% | -34.8% | -26.9% |
| 3M | -11.2% | +2.1% | -13.4% | -11.0% |
| 6M | +49.9% | +25.4% | +24.5% | +42.8% |
| YTD | +66.9% | +13.5% | +53.3% | +67.1% |
| 1Y | +58.8% | +21.3% | +37.5% | +50.9% |
| All | +58.8% | +22.1% | +36.8% | +50.9% |
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