-12.8%
DECK vs PRU
+55.5%
-68.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.6% | -0.6% | +1.7% |
| 7D | +10.4% | +9.8% | +0.6% | +4.0% |
| 30D | +11.1% | +11.6% | -0.5% | +3.6% |
| 3M | -10.8% | +3.7% | -14.5% | -13.0% |
| 6M | -8.7% | +33.0% | -41.7% | -24.0% |
| YTD | -14.0% | +16.6% | -30.6% | -22.3% |
| 1Y | +12.0% | +26.9% | -14.9% | -4.1% |
| All | -12.8% | +55.5% | -68.3% | -24.9% |
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 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