-43.0%
DT vs PRU
+36.1%
-79.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.6% |
| 7D | -24.7% | +2.4% | -27.1% | -25.6% |
| 30D | -27.4% | +6.1% | -33.5% | -29.6% |
| 3M | -11.1% | -0.7% | -10.4% | -11.1% |
| 6M | +13.7% | +22.1% | -8.4% | +2.3% |
| YTD | +0.2% | +9.8% | -9.5% | -5.4% |
| 1Y | -5.7% | +19.4% | -25.0% | -14.8% |
| 3Y | -8.1% | +50.4% | -58.5% | -28.2% |
| All | -43.0% | +36.1% | -79.1% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling