+388.0%
DELL vs PRU
+56.8%
+331.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.9% | -8.1% | -7.6% |
| 7D | +4.9% | +3.6% | +1.3% | +3.3% |
| 30D | -32.1% | +8.9% | -40.9% | -34.8% |
| 3M | -30.2% | +0.2% | -30.4% | -30.3% |
| 6M | +41.7% | +23.7% | +18.0% | +27.2% |
| YTD | +176.6% | +13.7% | +162.8% | +158.3% |
| 1Y | +159.9% | +20.6% | +139.3% | +133.9% |
| 3Y | +388.0% | +56.3% | +331.6% | +290.7% |
| All | +388.0% | +56.8% | +331.2% | +290.7% |
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 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