+63.2%
PRU vs NTR
+81.1%
-18.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.6% | -0.3% | +4.0% | +3.8% |
| 30D | +8.9% | +2.0% | +6.9% | +7.9% |
| 3M | +0.2% | +6.4% | -6.2% | -3.0% |
| 6M | +23.7% | +1.6% | +22.1% | +21.5% |
| YTD | +13.7% | +18.2% | -4.5% | +1.6% |
| 1Y | +20.6% | +23.9% | -3.3% | +5.1% |
| 3Y | +56.3% | +44.7% | +11.7% | +21.0% |
| 5Y | +42.3% | +21.3% | +21.0% | +3.9% |
| All | +63.2% | +81.1% | -18.0% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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