+767.7%
PRU vs NYT
+106.0%
+661.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.6% |
| 7D | -1.9% | -1.6% | -0.3% | -1.2% |
| 30D | -2.6% | +2.8% | -5.4% | -3.8% |
| 3M | +14.7% | -9.2% | +23.9% | +18.7% |
| 6M | +25.7% | -17.1% | +42.8% | +34.4% |
| YTD | +8.3% | -3.2% | +11.5% | +7.9% |
| 1Y | +17.3% | +15.7% | +1.6% | +7.8% |
| 3Y | +43.2% | +55.7% | -12.6% | +12.6% |
| 5Y | +43.5% | +39.4% | +4.2% | +13.3% |
| 10Y | +134.6% | +485.6% | -351.0% | -14.2% |
| All | +767.7% | +106.0% | +661.7% | +232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling