-28.2%
DHR vs PRU
+45.5%
-73.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.3% |
| 7D | -0.8% | +1.9% | -2.7% | -1.6% |
| 30D | +0.2% | -0.4% | +0.7% | +0.3% |
| 3M | +12.1% | +16.4% | -4.4% | +4.9% |
| 6M | +5.4% | +26.0% | -20.6% | -4.7% |
| YTD | -10.0% | +9.9% | -19.9% | -14.1% |
| 1Y | +4.1% | +18.8% | -14.7% | -4.0% |
| 3Y | -5.2% | +45.4% | -50.5% | -21.3% |
| 5Y | -28.2% | +45.6% | -73.8% | -39.2% |
| All | -28.2% | +45.5% | -73.7% | -39.2% |
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