+589.6%
DG vs PRU
+384.7%
+204.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -2.6% |
| 7D | +1.1% | +2.4% | -1.3% | +0.7% |
| 30D | +9.5% | +6.1% | +3.4% | +8.4% |
| 3M | +5.5% | -0.7% | +6.2% | +5.7% |
| 6M | +16.1% | +22.1% | -6.0% | +11.8% |
| YTD | +2.7% | +9.8% | -7.1% | +0.7% |
| 1Y | +42.1% | +19.4% | +22.7% | +37.2% |
| 3Y | +19.3% | +50.4% | -31.1% | +8.4% |
| 5Y | -35.3% | +37.2% | -72.5% | -40.8% |
| 10Y | +123.9% | +119.5% | +4.4% | +75.9% |
| All | +589.6% | +384.7% | +204.9% | +341.1% |
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