+124.0%
DPZ vs PRU
+115.4%
+8.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.5% | -1.7% |
| 7D | +6.6% | +2.4% | +4.2% | +6.2% |
| 30D | +10.3% | +6.1% | +4.2% | +9.3% |
| 3M | -6.2% | -0.7% | -5.4% | -6.1% |
| 6M | +4.2% | +22.1% | -17.8% | +1.1% |
| YTD | -18.4% | +9.8% | -28.2% | -19.7% |
| 1Y | -14.9% | +19.4% | -34.3% | -17.4% |
| 3Y | -4.6% | +50.4% | -55.0% | -10.5% |
| 5Y | -27.4% | +37.2% | -64.6% | -31.6% |
| All | +124.0% | +115.4% | +8.6% | +120.6% |
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 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