+117.6%
DT vs PRU
+85.3%
+32.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.3% |
| 7D | -3.3% | +1.9% | -5.2% | -4.0% |
| 30D | +2.0% | +2.7% | -0.7% | +0.9% |
| 3M | +20.0% | +19.5% | +0.5% | +11.8% |
| 6M | +39.3% | +26.6% | +12.6% | +26.5% |
| YTD | +19.8% | +12.3% | +7.4% | +13.7% |
| 1Y | +4.3% | +18.0% | -13.8% | -3.0% |
| 3Y | +7.7% | +47.0% | -39.3% | -8.7% |
| 5Y | -26.8% | +48.4% | -75.3% | -38.6% |
| All | +117.6% | +85.3% | +32.3% | +64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling