+0.7%
NLY vs PRU
+27.9%
-27.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.6% | -2.7% | +2.2% |
| 7D | +3.5% | +9.8% | -6.3% | +1.2% |
| 30D | +3.6% | +11.6% | -8.0% | +1.0% |
| 3M | -13.6% | +3.7% | -17.3% | -14.8% |
| 6M | -9.1% | +33.0% | -42.1% | -13.5% |
| YTD | -6.1% | +16.6% | -22.6% | -11.8% |
| 1Y | +0.7% | +26.9% | -26.2% | -7.7% |
| All | +0.7% | +27.9% | -27.2% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling