+8.5%
DT vs PRU
+47.2%
-38.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.2% |
| 7D | -3.3% | +1.9% | -5.2% | -4.1% |
| 30D | +2.0% | +2.7% | -0.7% | +0.8% |
| 3M | +20.0% | +19.5% | +0.5% | +10.5% |
| 6M | +39.3% | +26.6% | +12.6% | +24.5% |
| YTD | +19.8% | +12.3% | +7.4% | +13.0% |
| 1Y | +4.3% | +18.0% | -13.8% | -4.1% |
| All | +8.5% | +47.2% | -38.6% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling