+89.6%
DE vs PRU
+56.8%
+32.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | +0.3% | +3.6% | -3.3% | -1.1% |
| 30D | +3.6% | +8.9% | -5.3% | +0.1% |
| 3M | +10.2% | +0.2% | +10.1% | +9.9% |
| 6M | +16.6% | +23.7% | -7.2% | +6.6% |
| YTD | +45.8% | +13.7% | +32.1% | +37.6% |
| 1Y | +43.9% | +20.6% | +23.3% | +32.0% |
| 3Y | +89.6% | +56.3% | +33.3% | +54.1% |
| All | +89.6% | +56.8% | +32.9% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling