+46.1%
DE vs PRU
+27.9%
+18.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.6% | -5.0% | +0.4% |
| 7D | +5.6% | +9.8% | -4.2% | +3.8% |
| 30D | -0.8% | +11.6% | -12.4% | -2.8% |
| 3M | +9.8% | +3.7% | +6.2% | +8.9% |
| 6M | +17.5% | +33.0% | -15.4% | +12.2% |
| YTD | +46.5% | +16.6% | +29.9% | +42.5% |
| 1Y | +46.1% | +26.9% | +19.2% | +36.6% |
| All | +46.1% | +27.9% | +18.2% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling