+57.7%
DIA vs PRU
+41.9%
+15.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +1.2% | +7.9% | -6.7% | -2.0% |
| 3M | -2.4% | +0.9% | -3.3% | -2.9% |
| 6M | +5.7% | +22.4% | -16.7% | -3.3% |
| YTD | +9.9% | +12.7% | -2.8% | +3.7% |
| 1Y | +9.8% | +19.6% | -9.8% | +0.9% |
| 3Y | +59.8% | +54.0% | +5.8% | +28.8% |
| 5Y | +57.7% | +41.0% | +16.7% | +31.0% |
| All | +57.7% | +41.9% | +15.7% | +31.0% |
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