+131.8%
DUK vs PRU
+135.5%
-3.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -0.1% | -1.9% | +1.8% | +0.3% |
| 30D | +0.2% | -2.6% | +2.8% | +0.8% |
| 3M | -1.9% | +14.7% | -16.6% | -5.1% |
| 6M | -6.5% | +25.7% | -32.2% | -11.6% |
| YTD | +5.4% | +8.3% | -2.8% | +3.0% |
| 1Y | +3.6% | +17.3% | -13.8% | -1.0% |
| 3Y | +48.1% | +43.2% | +5.0% | +32.3% |
| 5Y | +39.6% | +43.5% | -4.0% | +22.5% |
| 10Y | +131.8% | +134.6% | -2.7% | +59.6% |
| All | +131.8% | +135.5% | -3.7% | +59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling