-5.5%
DT vs PRU
+20.7%
-26.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -5.4% | -2.8% | -2.6% | -4.9% |
| 30D | -32.2% | +8.5% | -40.7% | -33.2% |
| 3M | -10.9% | +1.7% | -12.7% | -11.0% |
| 6M | +10.0% | +24.8% | -14.8% | +3.3% |
| YTD | +2.1% | +13.3% | -11.2% | -2.1% |
| 1Y | -5.5% | +21.4% | -26.9% | -12.4% |
| All | -5.5% | +20.7% | -26.3% | -12.4% |
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 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