+82.3%
DT vs PRU
+87.3%
-4.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.5% |
| 7D | -7.5% | +3.8% | -11.3% | -8.9% |
| 30D | -31.5% | +9.0% | -40.5% | -33.9% |
| 3M | -14.0% | +2.1% | -16.1% | -15.0% |
| 6M | +6.9% | +25.4% | -18.6% | -2.6% |
| YTD | +0.3% | +13.5% | -13.2% | -5.3% |
| 1Y | -6.9% | +21.3% | -28.3% | -14.5% |
| 3Y | -13.9% | +55.1% | -69.0% | -28.6% |
| 5Y | -39.9% | +43.6% | -83.5% | -49.1% |
| All | +82.3% | +87.3% | -4.9% | +36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling