+75.5%
DE vs PRU
+50.2%
+25.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.3% |
| 7D | +10.0% | +1.9% | +8.2% | +9.1% |
| 30D | +13.3% | +2.7% | +10.6% | +12.0% |
| 3M | +17.5% | +19.5% | -2.0% | +8.9% |
| 6M | +13.6% | +26.6% | -13.1% | +2.4% |
| YTD | +49.8% | +12.3% | +37.4% | +41.9% |
| 1Y | +47.9% | +18.0% | +29.8% | +36.5% |
| All | +75.5% | +50.2% | +25.3% | +37.4% |
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