+923.3%
DECK vs PRU
+130.8%
+792.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.6% | -0.6% | +2.7% |
| 7D | +10.4% | +9.8% | +0.6% | +5.5% |
| 30D | +11.1% | +11.6% | -0.5% | +5.3% |
| 3M | -10.8% | +3.7% | -14.5% | -12.4% |
| 6M | -8.7% | +33.0% | -41.7% | -20.7% |
| YTD | -14.0% | +16.6% | -30.6% | -20.5% |
| 1Y | +12.0% | +26.9% | -14.9% | -0.5% |
| 3Y | -10.5% | +55.7% | -66.2% | -28.1% |
| 5Y | +28.5% | +44.5% | -16.0% | +5.5% |
| 10Y | +923.3% | +133.1% | +790.1% | +485.2% |
| All | +923.3% | +130.8% | +792.5% | +485.2% |
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