+107.3%
DG vs PRU
+139.4%
-32.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.6% |
| 7D | -2.5% | +1.9% | -4.4% | -2.8% |
| 30D | +1.0% | -0.4% | +1.4% | +1.1% |
| 3M | +20.3% | +16.4% | +3.9% | +17.2% |
| 6M | -11.7% | +26.0% | -37.8% | -15.2% |
| YTD | -2.3% | +9.9% | -12.2% | -4.1% |
| 1Y | +20.0% | +18.8% | +1.2% | +16.3% |
| 3Y | +7.2% | +45.4% | -38.1% | -1.2% |
| 5Y | -37.9% | +45.6% | -83.5% | -43.4% |
| 10Y | +107.3% | +139.6% | -32.3% | +65.5% |
| All | +107.3% | +139.4% | -32.1% | +65.5% |
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