+4,062.5%
DELL vs PRU
+139.4%
+3,923.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.0% | +2.9% |
| 7D | +25.6% | +1.9% | +23.7% | +24.6% |
| 30D | +17.7% | -0.4% | +18.1% | +18.1% |
| 3M | +33.4% | +16.4% | +17.0% | +23.7% |
| 6M | +266.2% | +26.0% | +240.2% | +225.2% |
| YTD | +328.0% | +9.9% | +318.1% | +304.1% |
| 1Y | +339.6% | +18.8% | +320.8% | +298.2% |
| 3Y | +694.6% | +45.4% | +649.3% | +550.7% |
| 5Y | +1,122.0% | +45.6% | +1,076.4% | +896.0% |
| 10Y | +4,062.5% | +139.6% | +3,922.9% | +2,531.7% |
| All | +4,062.5% | +139.4% | +3,923.1% | +2,531.7% |
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 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