+172.5%
NTRA vs PRU
+45.5%
+127.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.2% |
| 7D | +1.1% | +1.9% | -0.9% | +0.1% |
| 30D | +0.6% | -0.4% | +1.1% | +0.7% |
| 3M | +51.8% | +16.4% | +35.4% | +39.9% |
| 6M | +63.6% | +26.0% | +37.6% | +44.5% |
| YTD | +41.5% | +9.9% | +31.6% | +33.8% |
| 1Y | +93.6% | +18.8% | +74.9% | +75.4% |
| 3Y | +498.0% | +45.3% | +452.7% | +374.3% |
| 5Y | +172.5% | +45.6% | +126.9% | +122.4% |
| All | +172.5% | +45.5% | +127.0% | +122.4% |
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