+2,876.0%
DELL vs PRU
+97.4%
+2,778.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +17.1% | 0.0% | +17.2% | +17.1% |
| 30D | -35.1% | +7.9% | -43.0% | -37.8% |
| 3M | -23.3% | +0.9% | -24.2% | -24.0% |
| 6M | +55.8% | +22.4% | +33.5% | +39.9% |
| YTD | +198.0% | +12.7% | +185.3% | +176.0% |
| 1Y | +166.6% | +19.6% | +147.0% | +139.8% |
| 3Y | +427.6% | +54.0% | +373.6% | +317.5% |
| 5Y | +630.6% | +41.0% | +589.6% | +498.5% |
| All | +2,876.0% | +97.4% | +2,778.6% | +1,890.7% |
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