+44.0%
PRU vs NYT
+55.5%
-11.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.8% | -0.7% | -3.1% | -3.6% |
| 30D | -2.0% | +4.5% | -6.5% | -3.3% |
| 3M | +14.0% | -8.5% | +22.5% | +16.3% |
| 6M | +27.2% | -15.1% | +42.3% | +32.1% |
| YTD | +9.1% | -3.3% | +12.4% | +8.4% |
| 1Y | +18.1% | +17.0% | +1.1% | +10.1% |
| All | +44.0% | +55.5% | -11.5% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling