+77.9%
NLY vs PRU
+140.2%
-62.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -4.0% | -2.3% | -1.7% | -3.0% |
| 30D | -5.2% | -1.7% | -3.5% | -4.6% |
| 3M | +2.8% | +13.2% | -10.4% | -3.0% |
| 6M | +4.2% | +28.8% | -24.6% | -7.4% |
| YTD | +4.7% | +9.8% | -5.1% | -0.6% |
| 1Y | +12.7% | +17.4% | -4.6% | +3.7% |
| 3Y | +62.5% | +44.9% | +17.6% | +33.1% |
| 5Y | +26.3% | +46.6% | -20.3% | +1.6% |
| All | +77.9% | +140.2% | -62.3% | +17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling