-31.2%
DIS vs PRU
+38.4%
-69.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | +0.3% |
| 7D | +5.7% | +4.8% | +0.9% | +3.0% |
| 30D | +12.7% | +7.9% | +4.8% | +8.0% |
| 3M | +15.2% | +3.1% | +12.1% | +13.0% |
| 6M | +17.6% | +25.2% | -7.7% | +3.3% |
| YTD | +3.8% | +12.7% | -8.9% | -3.8% |
| 1Y | +6.8% | +23.5% | -16.7% | -6.3% |
| 3Y | +42.1% | +50.6% | -8.5% | +8.6% |
| 5Y | -31.2% | +40.9% | -72.0% | -46.5% |
| All | -31.2% | +38.4% | -69.6% | -46.5% |
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