+779.9%
PRU vs NTRS
+456.0%
+323.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | -0.3% |
| 7D | -2.3% | +1.4% | -3.7% | -3.4% |
| 30D | -1.7% | -0.7% | -1.1% | -1.2% |
| 3M | +13.2% | +11.3% | +1.9% | +3.0% |
| 6M | +28.8% | +35.5% | -6.8% | -2.4% |
| YTD | +9.8% | +40.6% | -30.8% | -20.0% |
| 1Y | +17.4% | +49.2% | -31.9% | -19.1% |
| 3Y | +44.9% | +167.2% | -122.3% | -42.2% |
| 5Y | +46.6% | +94.9% | -48.3% | -27.6% |
| 10Y | +137.9% | +259.5% | -121.6% | -32.2% |
| All | +779.9% | +456.0% | +323.8% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling