+1,061.5%
NTAP vs PRU
+814.1%
+247.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | -2.4% | -2.8% | +0.4% | -1.2% |
| 30D | -23.4% | +8.5% | -31.9% | -26.1% |
| 3M | -7.5% | +1.7% | -9.3% | -8.5% |
| 6M | +56.4% | +24.8% | +31.6% | +42.3% |
| YTD | +73.6% | +13.3% | +60.3% | +63.6% |
| 1Y | +68.4% | +21.4% | +47.0% | +54.4% |
| 3Y | +150.6% | +54.8% | +95.8% | +106.5% |
| 5Y | +122.5% | +42.4% | +80.1% | +87.8% |
| 10Y | +589.7% | +98.4% | +491.3% | +390.2% |
| All | +1,061.5% | +814.1% | +247.4% | +105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling