+36.3%
DIS vs PRU
+107.2%
-71.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.4% |
| 7D | +4.4% | +3.8% | +0.6% | +2.4% |
| 30D | +10.3% | +9.0% | +1.3% | +5.6% |
| 3M | +15.5% | +2.1% | +13.4% | +14.0% |
| 6M | +11.2% | +25.4% | -14.2% | -1.2% |
| YTD | +5.6% | +13.5% | -7.9% | -1.9% |
| 1Y | +7.7% | +21.3% | -13.6% | -3.3% |
| 3Y | +39.3% | +55.1% | -15.8% | +9.0% |
| 5Y | -29.5% | +43.6% | -73.1% | -43.4% |
| 10Y | +36.3% | +99.2% | -63.0% | -13.4% |
| All | +36.3% | +107.2% | -71.0% | -13.4% |
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