+801.8%
DIA vs PRU
+785.9%
+15.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.4% |
| 7D | -0.9% | +2.4% | -3.3% | -1.7% |
| 30D | +0.3% | +6.1% | -5.9% | -1.6% |
| 3M | -4.5% | -0.7% | -3.8% | -4.4% |
| 6M | +3.4% | +22.1% | -18.7% | -2.9% |
| YTD | +7.8% | +9.8% | -2.0% | +4.3% |
| 1Y | +10.7% | +19.4% | -8.6% | +4.5% |
| 3Y | +57.5% | +50.4% | +7.2% | +37.6% |
| 5Y | +53.7% | +37.2% | +16.6% | +36.7% |
| 10Y | +247.2% | +119.5% | +127.7% | +157.8% |
| All | +801.8% | +785.9% | +15.9% | +218.0% |
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 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