+44.0%
PRU vs NTRS
+165.3%
-121.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.1% |
| 7D | -3.8% | +0.3% | -4.2% | -4.0% |
| 30D | -2.0% | +0.2% | -2.2% | -2.1% |
| 3M | +14.0% | +13.2% | +0.7% | +6.7% |
| 6M | +27.2% | +36.9% | -9.7% | +6.6% |
| YTD | +9.1% | +39.1% | -30.0% | -9.9% |
| 1Y | +18.1% | +50.4% | -32.4% | -6.9% |
| All | +44.0% | +165.3% | -121.3% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling