+248.5%
DHR vs PRU
+97.4%
+151.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +4.2% | +7.9% | -3.8% | +1.8% |
| 3M | +13.0% | +0.9% | +12.1% | +12.5% |
| 6M | +40.2% | +22.4% | +17.8% | +31.4% |
| YTD | +2.0% | +12.7% | -10.7% | -2.2% |
| 1Y | +6.6% | +19.6% | -13.0% | +0.4% |
| 3Y | +19.9% | +54.0% | -34.1% | +4.1% |
| 5Y | -11.7% | +41.0% | -52.8% | -22.2% |
| All | +248.5% | +97.4% | +151.1% | +173.9% |
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