-99.9%
DFNS vs PRU
+48.6%
-148.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.2% |
| 7D | -16.0% | +1.9% | -17.9% | -15.4% |
| 30D | -77.7% | +2.7% | -80.4% | -77.3% |
| 3M | -77.2% | +19.5% | -96.6% | -74.9% |
| 6M | -95.2% | +26.6% | -121.8% | -94.6% |
| YTD | -98.0% | +12.3% | -110.3% | -97.9% |
| 1Y | -98.3% | +18.0% | -116.3% | -98.2% |
| 3Y | -99.9% | +47.0% | -146.9% | -99.9% |
| All | -99.9% | +48.6% | -148.4% | -99.9% |
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