+16.1%
DG vs PRU
+20.0%
-3.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -1.3% |
| 7D | +1.1% | +2.4% | -1.3% | 0.0% |
| 30D | +9.5% | +6.1% | +3.4% | +6.8% |
| 3M | +5.5% | -0.7% | +6.2% | +5.5% |
| 6M | +16.1% | +22.1% | -6.0% | +15.7% |
| All | +16.1% | +20.0% | -3.9% | +15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling