+208.4%
DHR vs PRU
+139.4%
+69.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.5% |
| 7D | -0.8% | +1.9% | -2.7% | -1.4% |
| 30D | +0.2% | -0.4% | +0.7% | +0.3% |
| 3M | +12.1% | +16.4% | -4.4% | +6.8% |
| 6M | +5.4% | +26.0% | -20.6% | -2.0% |
| YTD | -10.0% | +9.9% | -19.9% | -12.9% |
| 1Y | +4.1% | +18.8% | -14.7% | -1.8% |
| 3Y | -5.2% | +45.3% | -50.5% | -16.2% |
| 5Y | -28.2% | +45.6% | -73.8% | -37.1% |
| 10Y | +208.4% | +139.6% | +68.8% | +119.8% |
| All | +208.4% | +139.4% | +69.0% | +119.8% |
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