-2.8%
DPZ vs PRU
+55.5%
-58.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.6% | -1.1% | +3.4% |
| 7D | +10.1% | +9.8% | +0.3% | +7.0% |
| 30D | +14.6% | +11.6% | +3.0% | +10.9% |
| 3M | -6.8% | +3.7% | -10.4% | -7.9% |
| 6M | +4.4% | +33.0% | -28.6% | -3.8% |
| YTD | -16.8% | +16.6% | -33.4% | -20.5% |
| 1Y | -14.5% | +26.9% | -41.4% | -20.5% |
| All | -2.8% | +55.5% | -58.3% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling