+82.1%
DT vs PRU
+81.1%
+1.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.4% |
| 7D | -24.7% | +2.4% | -27.1% | -25.5% |
| 30D | -27.4% | +6.1% | -33.5% | -29.2% |
| 3M | -11.1% | -0.7% | -10.4% | -11.1% |
| 6M | +13.7% | +22.1% | -8.4% | +4.7% |
| YTD | +0.2% | +9.8% | -9.5% | -4.2% |
| 1Y | -5.7% | +19.4% | -25.0% | -12.8% |
| 3Y | -8.1% | +50.4% | -58.5% | -22.9% |
| 5Y | -43.1% | +37.2% | -80.2% | -51.0% |
| All | +82.1% | +81.1% | +1.0% | +38.4% |
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 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