+136.2%
PRU vs NYT
+489.9%
-353.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.5% |
| 7D | -2.3% | -0.6% | -1.7% | -2.1% |
| 30D | -1.7% | +4.6% | -6.3% | -3.2% |
| 3M | +13.2% | -9.6% | +22.8% | +16.4% |
| 6M | +28.8% | -14.0% | +42.8% | +33.9% |
| YTD | +9.8% | -2.8% | +12.6% | +9.4% |
| 1Y | +17.4% | +15.6% | +1.8% | +10.2% |
| 3Y | +44.9% | +56.3% | -11.4% | +21.1% |
| 5Y | +46.6% | +39.5% | +7.1% | +23.2% |
| All | +136.2% | +489.9% | -353.7% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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