+57.7%
PRU vs NTR
+103.6%
-45.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.8% |
| 7D | +1.9% | +3.8% | -1.9% | +0.2% |
| 30D | -0.4% | +25.2% | -25.7% | -10.0% |
| 3M | +16.4% | +21.0% | -4.6% | +6.3% |
| 6M | +26.0% | +7.6% | +18.4% | +19.6% |
| YTD | +9.9% | +32.9% | -23.0% | -6.5% |
| 1Y | +18.8% | +43.1% | -24.3% | -3.3% |
| 3Y | +45.3% | +41.6% | +3.8% | +15.1% |
| 5Y | +45.6% | +54.8% | -9.2% | -8.3% |
| All | +57.7% | +103.6% | -45.9% | -28.8% |
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