+119.3%
DG vs PRU
+115.4%
+3.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.8% |
| 7D | +0.7% | +3.2% | -2.5% | +0.2% |
| 30D | +7.4% | +7.9% | -0.5% | +6.1% |
| 3M | +8.5% | +1.8% | +6.7% | +8.2% |
| 6M | +21.9% | +24.1% | -2.3% | +17.5% |
| YTD | +4.9% | +12.4% | -7.4% | +2.7% |
| 1Y | +40.4% | +20.9% | +19.5% | +35.8% |
| 3Y | +23.5% | +55.5% | -32.0% | +12.5% |
| 5Y | -32.3% | +42.7% | -75.0% | -37.9% |
| 10Y | +119.3% | +106.1% | +13.2% | +78.9% |
| All | +119.3% | +115.4% | +3.9% | +78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling