-5.9%
DT vs PRU
+20.8%
-26.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +0.8% |
| 7D | -20.2% | +3.2% | -23.4% | -20.6% |
| 30D | -30.8% | +7.9% | -38.7% | -31.7% |
| 3M | -10.2% | +1.8% | -12.0% | -10.3% |
| 6M | +8.0% | +24.1% | -16.1% | +1.6% |
| YTD | +1.5% | +12.4% | -10.9% | -2.5% |
| All | -5.9% | +20.8% | -26.7% | -12.5% |
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