+538.7%
DIS vs PRU
+806.6%
-267.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.4% |
| 7D | -2.6% | +1.9% | -4.4% | -3.3% |
| 30D | +3.5% | +2.7% | +0.8% | +2.4% |
| 3M | +6.8% | +19.5% | -12.6% | 0.0% |
| 6M | +3.0% | +26.6% | -23.7% | -5.8% |
| YTD | -6.7% | +12.3% | -19.1% | -11.1% |
| 1Y | -10.1% | +18.0% | -28.1% | -15.9% |
| 3Y | +33.0% | +47.0% | -14.0% | +14.4% |
| 5Y | -40.0% | +48.4% | -88.4% | -48.8% |
| 10Y | +21.1% | +142.4% | -121.4% | -17.1% |
| All | +538.7% | +806.6% | -267.9% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling