+3,425.7%
DHR vs PRU
+806.6%
+2,619.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | -3.9% | +1.9% | -5.8% | -4.4% |
| 30D | +4.0% | +2.7% | +1.3% | +3.2% |
| 3M | +11.5% | +19.5% | -8.0% | +6.2% |
| 6M | +1.9% | +26.6% | -24.8% | -4.6% |
| YTD | -8.9% | +12.3% | -21.2% | -12.0% |
| 1Y | +5.1% | +18.0% | -12.9% | 0.0% |
| 3Y | -10.3% | +47.0% | -57.3% | -19.8% |
| 5Y | -27.8% | +48.4% | -76.2% | -36.2% |
| 10Y | +203.6% | +142.4% | +61.2% | +120.8% |
| All | +3,425.7% | +806.6% | +2,619.1% | +1,137.5% |
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