+128.9%
DPZ vs PRU
+121.2%
+7.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.8% |
| 7D | +9.5% | +4.8% | +4.7% | +8.7% |
| 30D | +12.8% | +7.9% | +4.9% | +11.5% |
| 3M | -6.2% | +3.1% | -9.3% | -6.7% |
| 6M | +4.3% | +25.2% | -21.0% | +0.7% |
| YTD | -16.6% | +12.7% | -29.3% | -18.3% |
| 1Y | -12.8% | +23.5% | -36.3% | -15.8% |
| 3Y | -0.8% | +50.6% | -51.4% | -7.0% |
| 5Y | -25.8% | +40.9% | -66.7% | -30.4% |
| All | +128.9% | +121.2% | +7.7% | +124.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling