+41.5%
DRAM vs PRU
+26.3%
+15.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.6% | +8.8% | +4.8% |
| 7D | -18.2% | +2.4% | -20.6% | -15.7% |
| 30D | -34.5% | +6.1% | -40.7% | -30.8% |
| 3M | -23.6% | -0.7% | -22.9% | -22.2% |
| 6M | -19.3% | +22.1% | -41.4% | -11.2% |
| All | +41.5% | +26.3% | +15.2% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling