-1.8%
DECK vs PRU
+47.2%
-48.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +2.1% |
| 7D | -2.2% | +1.9% | -4.1% | -3.4% |
| 30D | -13.6% | +2.7% | -16.3% | -15.1% |
| 3M | -21.2% | +19.5% | -40.7% | -29.3% |
| 6M | -21.1% | +26.6% | -47.7% | -31.8% |
| YTD | -17.2% | +12.3% | -29.6% | -23.1% |
| 1Y | -30.7% | +18.0% | -48.8% | -37.6% |
| All | -1.8% | +47.2% | -48.9% | -10.4% |
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