+24.3%
DECK vs PRU
+38.4%
-14.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | +0.4% |
| 7D | +6.0% | +4.8% | +1.2% | +3.1% |
| 30D | +7.4% | +7.9% | -0.4% | +2.8% |
| 3M | -11.7% | +3.1% | -14.7% | -13.3% |
| 6M | -11.0% | +25.2% | -36.2% | -22.2% |
| YTD | -15.4% | +12.7% | -28.1% | -21.5% |
| 1Y | +7.2% | +23.5% | -16.2% | -5.6% |
| 3Y | -11.8% | +50.6% | -62.4% | -31.1% |
| 5Y | +24.3% | +40.9% | -16.5% | -0.1% |
| All | +24.3% | +38.4% | -14.1% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling