-2.5%
DPZ vs PRU
+50.4%
-52.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.3% |
| 7D | +9.5% | +4.8% | +4.7% | +7.9% |
| 30D | +12.8% | +7.9% | +4.9% | +10.2% |
| 3M | -6.2% | +3.1% | -9.3% | -7.2% |
| 6M | +4.3% | +25.2% | -21.0% | -2.2% |
| YTD | -16.6% | +12.7% | -29.3% | -19.5% |
| 1Y | -12.8% | +23.5% | -36.3% | -18.3% |
| All | -2.5% | +50.4% | -52.9% | -16.7% |
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