-24.8%
DPZ vs PRU
+19.0%
-43.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.5% |
| 7D | -2.5% | +1.9% | -4.4% | -2.9% |
| 30D | -7.0% | +2.7% | -9.7% | -7.5% |
| 3M | +11.6% | +19.5% | -7.9% | +8.4% |
| 6M | -15.2% | +26.6% | -41.8% | -18.3% |
| YTD | -17.2% | +12.3% | -29.6% | -17.9% |
| 1Y | -24.8% | +18.0% | -42.9% | -26.9% |
| All | -24.8% | +19.0% | -43.8% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling