+33.8%
DIS vs PRU
+47.2%
-13.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.3% |
| 7D | -2.6% | +1.9% | -4.4% | -3.5% |
| 30D | +3.5% | +2.7% | +0.8% | +2.0% |
| 3M | +6.8% | +19.5% | -12.6% | -2.6% |
| 6M | +3.0% | +26.6% | -23.7% | -9.1% |
| YTD | -6.7% | +12.3% | -19.1% | -12.6% |
| 1Y | -10.1% | +18.0% | -28.1% | -18.2% |
| All | +33.8% | +47.2% | -13.4% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling