+639.8%
NLY vs PRU
+786.9%
-147.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.3% |
| 7D | +0.4% | +1.9% | -1.5% | -0.2% |
| 30D | -1.4% | -0.4% | -1.0% | -1.3% |
| 3M | +12.0% | +16.4% | -4.4% | +6.6% |
| 6M | +8.3% | +26.0% | -17.7% | +0.4% |
| YTD | +8.6% | +9.9% | -1.3% | +4.8% |
| 1Y | +16.9% | +18.8% | -1.9% | +9.9% |
| 3Y | +71.0% | +45.4% | +25.7% | +49.6% |
| 5Y | +31.1% | +45.6% | -14.5% | +14.0% |
| 10Y | +81.0% | +139.6% | -58.6% | +29.2% |
| All | +639.8% | +786.9% | -147.1% | +186.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling