+84.4%
DT vs PRU
+85.4%
-1.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +0.3% |
| 7D | -20.2% | +3.2% | -23.4% | -21.3% |
| 30D | -30.8% | +7.9% | -38.7% | -32.9% |
| 3M | -10.2% | +1.8% | -12.0% | -11.1% |
| 6M | +8.0% | +24.1% | -16.1% | -1.2% |
| YTD | +1.5% | +12.4% | -10.9% | -3.9% |
| 1Y | -6.9% | +20.9% | -27.8% | -14.3% |
| 3Y | -10.9% | +55.5% | -66.4% | -26.2% |
| 5Y | -42.2% | +42.7% | -84.8% | -50.9% |
| All | +84.4% | +85.4% | -1.0% | +38.9% |
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