-41.1%
DIS vs PRU
+48.6%
-89.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.2% |
| 7D | -2.6% | +1.9% | -4.4% | -3.6% |
| 30D | +3.5% | +2.7% | +0.8% | +1.9% |
| 3M | +6.8% | +19.5% | -12.6% | -3.4% |
| 6M | +3.0% | +26.6% | -23.7% | -10.1% |
| YTD | -6.7% | +12.3% | -19.1% | -13.3% |
| 1Y | -10.1% | +18.0% | -28.1% | -18.9% |
| 3Y | +33.0% | +47.0% | -14.0% | +3.4% |
| All | -41.1% | +48.6% | -89.6% | -56.2% |
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