+3,816.2%
DHR vs PRU
+785.9%
+3,030.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.4% | +2.4% |
| 7D | -0.9% | +2.4% | -3.2% | -1.5% |
| 30D | +5.4% | +6.1% | -0.7% | +3.6% |
| 3M | +15.3% | -0.7% | +16.1% | +15.3% |
| 6M | +32.1% | +22.1% | +10.1% | +24.9% |
| YTD | +1.2% | +9.8% | -8.6% | -1.8% |
| 1Y | +10.1% | +19.4% | -9.2% | +4.5% |
| 3Y | +19.9% | +50.4% | -30.5% | +6.4% |
| 5Y | -8.8% | +37.2% | -45.9% | -17.7% |
| 10Y | +255.3% | +119.5% | +135.8% | +164.8% |
| All | +3,816.2% | +785.9% | +3,030.3% | +1,281.3% |
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