+1,741.7%
DHI vs PRU
+806.6%
+935.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.7% |
| 7D | -3.1% | +1.9% | -5.0% | -4.0% |
| 30D | -5.5% | +2.7% | -8.2% | -6.7% |
| 3M | -2.2% | +19.5% | -21.7% | -10.3% |
| 6M | -6.0% | +26.6% | -32.6% | -16.2% |
| YTD | 0.0% | +12.3% | -12.3% | -6.2% |
| 1Y | -18.2% | +18.0% | -36.3% | -25.1% |
| 3Y | +22.5% | +47.0% | -24.5% | -0.6% |
| 5Y | +58.4% | +48.4% | +9.9% | +25.5% |
| 10Y | +405.2% | +142.4% | +262.7% | +187.5% |
| All | +1,741.7% | +806.6% | +935.2% | +311.3% |
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