-100.0%
DFNS vs PRU
+55.2%
-155.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.3% | -1.2% |
| 7D | -42.8% | +3.2% | -46.0% | -41.1% |
| 30D | -67.6% | +7.9% | -75.5% | -65.4% |
| 3M | -94.9% | +1.8% | -96.7% | -94.7% |
| 6M | -96.7% | +24.1% | -120.9% | -95.9% |
| YTD | -99.6% | +12.4% | -112.0% | -99.6% |
| 1Y | -99.7% | +20.9% | -120.6% | -99.7% |
| 3Y | -100.0% | +55.5% | -155.4% | -100.0% |
| All | -100.0% | +55.2% | -155.1% | -100.0% |
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