+26.1%
DECK vs PRU
+48.6%
-22.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +2.1% |
| 7D | -2.2% | +1.9% | -4.1% | -3.3% |
| 30D | -13.6% | +2.7% | -16.3% | -15.0% |
| 3M | -21.2% | +19.5% | -40.7% | -28.9% |
| 6M | -21.1% | +26.6% | -47.7% | -31.2% |
| YTD | -17.2% | +12.3% | -29.6% | -22.8% |
| 1Y | -30.7% | +18.0% | -48.8% | -37.3% |
| 3Y | -3.4% | +47.0% | -50.4% | -22.4% |
| All | +26.1% | +48.6% | -22.5% | +1.7% |
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