+782.7%
DE vs PRU
+107.2%
+675.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -1.1% |
| 7D | +3.3% | +3.8% | -0.5% | +1.1% |
| 30D | +10.7% | +9.0% | +1.7% | +5.6% |
| 3M | +13.1% | +2.1% | +11.0% | +11.4% |
| 6M | +20.2% | +25.4% | -5.2% | +5.9% |
| YTD | +48.9% | +13.5% | +35.4% | +37.1% |
| 1Y | +46.6% | +21.3% | +25.3% | +30.2% |
| 3Y | +91.4% | +55.1% | +36.3% | +45.3% |
| 5Y | +108.1% | +43.6% | +64.6% | +62.2% |
| 10Y | +782.7% | +99.2% | +683.4% | +427.9% |
| All | +782.7% | +107.2% | +675.5% | +427.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling