+863.5%
DE vs PRU
+135.5%
+728.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.3% |
| 7D | -3.0% | -1.9% | -1.2% | -2.1% |
| 30D | +11.1% | -2.6% | +13.7% | +12.5% |
| 3M | +17.6% | +14.7% | +2.9% | +9.0% |
| 6M | +13.6% | +25.7% | -12.1% | 0.0% |
| YTD | +46.3% | +8.3% | +38.0% | +38.6% |
| 1Y | +44.2% | +17.3% | +26.9% | +30.4% |
| 3Y | +76.6% | +43.2% | +33.4% | +40.5% |
| 5Y | +98.2% | +43.5% | +54.7% | +54.8% |
| 10Y | +863.5% | +134.6% | +729.0% | +489.9% |
| All | +863.5% | +135.5% | +728.0% | +489.9% |
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