+610.9%
DIS vs PRU
+809.8%
-198.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.3% |
| 7D | +5.7% | +4.8% | +0.9% | +3.9% |
| 30D | +12.7% | +7.9% | +4.8% | +9.6% |
| 3M | +15.2% | +3.1% | +12.1% | +13.8% |
| 6M | +17.6% | +25.2% | -7.7% | +8.0% |
| YTD | +3.8% | +12.7% | -8.9% | -1.2% |
| 1Y | +6.8% | +23.5% | -16.7% | -1.7% |
| 3Y | +42.1% | +50.6% | -8.5% | +21.1% |
| 5Y | -31.2% | +40.9% | -72.0% | -40.2% |
| 10Y | +37.6% | +125.5% | -87.8% | -3.5% |
| All | +610.9% | +809.8% | -198.9% | +84.6% |
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 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