+404.6%
DHI vs PRU
+140.2%
+264.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -3.4% | -2.3% | -1.1% | -2.4% |
| 30D | -5.4% | -1.7% | -3.7% | -4.8% |
| 3M | -10.4% | +13.2% | -23.7% | -15.4% |
| 6M | -2.8% | +28.8% | -31.5% | -13.3% |
| YTD | -3.4% | +9.8% | -13.2% | -8.0% |
| 1Y | -22.9% | +17.4% | -40.3% | -28.7% |
| 3Y | +20.7% | +44.9% | -24.2% | -0.3% |
| 5Y | +62.1% | +46.6% | +15.5% | +31.3% |
| All | +404.6% | +140.2% | +264.4% | +199.0% |
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