+4,681.2%
DELL vs PRU
+153.4%
+4,527.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.0% |
| 7D | +14.9% | +1.9% | +13.0% | +14.1% |
| 30D | +13.3% | +2.7% | +10.6% | +12.0% |
| 3M | +24.4% | +19.5% | +4.9% | +13.9% |
| 6M | +258.0% | +26.6% | +231.4% | +217.4% |
| YTD | +320.2% | +12.3% | +307.9% | +292.8% |
| 1Y | +319.1% | +18.0% | +301.0% | +281.1% |
| 3Y | +706.5% | +47.0% | +659.5% | +557.3% |
| 5Y | +1,071.9% | +48.4% | +1,023.5% | +847.1% |
| 10Y | +4,683.5% | +142.4% | +4,541.0% | +3,094.6% |
| All | +4,681.2% | +153.4% | +4,527.8% | +3,156.2% |
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