+131.4%
NTAP vs PRU
+41.9%
+89.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | +9.9% | 0.0% | +9.9% | +9.9% |
| 30D | -22.1% | +7.9% | -30.1% | -25.2% |
| 3M | -7.7% | +0.9% | -8.6% | -8.4% |
| 6M | +60.9% | +22.4% | +38.6% | +44.6% |
| YTD | +76.4% | +12.7% | +63.7% | +64.7% |
| 1Y | +69.3% | +19.6% | +49.8% | +53.1% |
| 3Y | +154.6% | +54.0% | +100.6% | +95.1% |
| 5Y | +131.4% | +41.0% | +90.4% | +83.8% |
| All | +131.4% | +41.9% | +89.5% | +83.8% |
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 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