+105.6%
NTAP vs PRU
+36.1%
+69.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +1.1% |
| 7D | -15.1% | +2.4% | -17.5% | -16.1% |
| 30D | -28.1% | +6.1% | -34.2% | -30.3% |
| 3M | -11.4% | -0.7% | -10.7% | -11.5% |
| 6M | +52.2% | +22.1% | +30.2% | +36.8% |
| YTD | +60.4% | +9.8% | +50.6% | +51.6% |
| 1Y | +51.0% | +19.4% | +31.6% | +36.5% |
| 3Y | +135.6% | +50.4% | +85.2% | +82.6% |
| All | +105.6% | +36.1% | +69.5% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling