+2,901.0%
DELL vs PRU
+147.6%
+2,753.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.3% | +4.9% |
| 7D | -22.6% | +2.4% | -25.0% | -23.7% |
| 30D | -43.2% | +6.1% | -49.3% | -45.1% |
| 3M | -24.8% | -0.7% | -24.1% | -25.0% |
| 6M | +38.0% | +22.1% | +15.9% | +24.1% |
| YTD | +163.7% | +9.8% | +154.0% | +147.5% |
| 1Y | +122.5% | +19.4% | +103.2% | +100.5% |
| 3Y | +377.0% | +50.4% | +326.6% | +282.7% |
| 5Y | +542.6% | +37.2% | +505.4% | +434.4% |
| 10Y | +2,554.1% | +119.5% | +2,434.6% | +1,668.2% |
| All | +2,901.0% | +147.6% | +2,753.4% | +1,951.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling