+135.6%
NTAP vs PRU
+46.4%
+89.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.9% |
| 7D | -15.1% | +2.4% | -17.5% | -15.9% |
| 30D | -28.1% | +6.1% | -34.2% | -30.0% |
| 3M | -11.4% | -0.7% | -10.7% | -11.3% |
| 6M | +52.2% | +22.1% | +30.2% | +38.8% |
| YTD | +60.4% | +9.8% | +50.6% | +53.4% |
| 1Y | +51.0% | +19.4% | +31.6% | +38.4% |
| 3Y | +135.6% | +50.4% | +85.2% | +78.8% |
| All | +135.6% | +46.4% | +89.1% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling