+1,672.7%
NTRA vs PRU
+129.6%
+1,543.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.6% |
| 7D | +2.7% | +3.6% | -0.9% | +1.2% |
| 30D | -19.2% | +8.9% | -28.0% | -21.9% |
| 3M | +2.7% | +0.2% | +2.5% | +2.5% |
| 6M | +63.4% | +23.7% | +39.6% | +49.1% |
| YTD | +39.3% | +13.7% | +25.5% | +31.3% |
| 1Y | +59.0% | +20.6% | +38.4% | +46.3% |
| 3Y | +557.4% | +56.3% | +501.0% | +438.7% |
| 5Y | +177.4% | +42.3% | +135.0% | +133.4% |
| 10Y | +2,761.8% | +99.3% | +2,662.5% | +1,852.1% |
| All | +1,672.7% | +129.6% | +1,543.1% | +1,053.2% |
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