-100.0%
DFNS vs PRU
+36.1%
-136.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.6% | -9.6% | -13.3% |
| 7D | -44.0% | +2.4% | -46.4% | -43.2% |
| 30D | -69.1% | +6.1% | -75.2% | -68.3% |
| 3M | -95.6% | -0.7% | -94.9% | -95.6% |
| 6M | -96.2% | +22.1% | -118.2% | -95.7% |
| YTD | -99.6% | +9.8% | -109.4% | -99.6% |
| 1Y | -99.7% | +19.4% | -119.1% | -99.7% |
| 3Y | -100.0% | +50.4% | -150.3% | -100.0% |
| All | -100.0% | +36.1% | -136.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling