-12.8%
DPZ vs PRU
+22.3%
-35.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.3% |
| 7D | +9.5% | +4.8% | +4.7% | +8.0% |
| 30D | +12.8% | +7.9% | +4.9% | +10.5% |
| 3M | -6.2% | +3.1% | -9.3% | -7.2% |
| 6M | +4.3% | +25.2% | -21.0% | +0.8% |
| YTD | -16.6% | +12.7% | -29.3% | -17.1% |
| 1Y | -12.8% | +23.5% | -36.3% | -17.2% |
| All | -12.8% | +22.3% | -35.2% | -17.2% |
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 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