+583.4%
DG vs PRU
+396.0%
+187.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.7% |
| 7D | +8.4% | +1.9% | +6.5% | +8.0% |
| 30D | +4.9% | +2.7% | +2.2% | +4.4% |
| 3M | +29.3% | +19.5% | +9.9% | +25.0% |
| 6M | -11.3% | +26.6% | -37.9% | -15.2% |
| YTD | +1.8% | +12.3% | -10.6% | -0.7% |
| 1Y | +25.3% | +18.0% | +7.3% | +21.1% |
| 3Y | +9.1% | +47.0% | -37.9% | -0.5% |
| 5Y | -34.9% | +48.4% | -83.3% | -41.4% |
| 10Y | +108.2% | +142.4% | -34.3% | +59.8% |
| All | +583.4% | +396.0% | +187.4% | +334.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling