+34.2%
DIS vs PRU
+115.4%
-81.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.9% |
| 7D | +5.2% | +2.4% | +2.8% | +3.9% |
| 30D | +11.5% | +6.1% | +5.3% | +8.1% |
| 3M | +11.5% | -0.7% | +12.3% | +11.7% |
| 6M | +8.9% | +22.1% | -13.2% | -2.0% |
| YTD | +3.4% | +9.8% | -6.4% | -2.3% |
| 1Y | +7.2% | +19.4% | -12.2% | -3.0% |
| 3Y | +43.3% | +50.4% | -7.0% | +14.1% |
| 5Y | -31.4% | +37.2% | -68.6% | -43.6% |
| All | +34.2% | +115.4% | -81.2% | -12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling