+59.4%
DHI vs PRU
+43.4%
+16.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.7% |
| 7D | -6.1% | -3.8% | -2.3% | -4.5% |
| 30D | -10.1% | -2.0% | -8.1% | -9.4% |
| 3M | -7.3% | +14.0% | -21.3% | -12.6% |
| 6M | -6.1% | +27.2% | -33.4% | -15.9% |
| YTD | -5.0% | +9.1% | -14.1% | -9.2% |
| 1Y | -22.1% | +18.1% | -40.2% | -28.1% |
| 3Y | +19.2% | +44.3% | -25.0% | -2.7% |
| 5Y | +59.4% | +45.7% | +13.7% | +30.0% |
| All | +59.4% | +43.4% | +16.0% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling