+5,650.9%
DPZ vs PRU
+478.6%
+5,172.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.6% | -1.1% | +3.8% |
| 7D | +10.1% | +9.8% | +0.3% | +7.6% |
| 30D | +14.6% | +11.6% | +3.0% | +11.5% |
| 3M | -6.8% | +3.7% | -10.4% | -7.6% |
| 6M | +4.4% | +33.0% | -28.6% | -2.9% |
| YTD | -16.8% | +16.6% | -33.4% | -20.3% |
| 1Y | -14.5% | +26.9% | -41.4% | -19.8% |
| 3Y | -1.1% | +55.7% | -56.8% | -12.7% |
| 5Y | -28.0% | +44.5% | -72.5% | -36.0% |
| 10Y | +130.2% | +133.1% | -2.9% | +64.9% |
| All | +5,650.9% | +478.6% | +5,172.3% | +2,754.6% |
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