-28.0%
DPZ vs PRU
+42.5%
-70.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.8% |
| 3M | -6.8% | +3.7% | -10.4% | -7.9% |
| 6M | +4.4% | +33.0% | -28.6% | -4.3% |
| YTD | -16.8% | +16.6% | -33.4% | -20.9% |
| 1Y | -14.5% | +26.9% | -41.4% | -20.8% |
| 3Y | -1.1% | +55.7% | -56.8% | -15.5% |
| 5Y | -28.0% | +44.5% | -72.5% | -37.4% |
| All | -28.0% | +42.5% | -70.5% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling