+5,622.1%
DPZ vs PRU
+457.5%
+5,164.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.5% |
| 7D | -2.5% | +1.9% | -4.4% | -3.0% |
| 30D | -7.0% | +2.7% | -9.7% | -7.6% |
| 3M | +11.6% | +19.5% | -7.9% | +6.7% |
| 6M | -15.2% | +26.6% | -41.8% | -20.2% |
| YTD | -17.2% | +12.3% | -29.6% | -20.0% |
| 1Y | -24.8% | +18.0% | -42.9% | -28.3% |
| 3Y | -8.7% | +47.0% | -55.7% | -18.3% |
| 5Y | -28.9% | +48.4% | -77.3% | -37.4% |
| 10Y | +153.6% | +142.4% | +11.2% | +79.3% |
| All | +5,622.1% | +457.5% | +5,164.6% | +2,766.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling