+162.6%
DUK vs PRU
+99.2%
+63.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +1.9% | +3.6% | -1.7% | +1.1% |
| 30D | +8.9% | +8.9% | 0.0% | +6.6% |
| 3M | +5.6% | +0.2% | +5.4% | +5.4% |
| 6M | +7.0% | +23.7% | -16.8% | +1.4% |
| YTD | +14.0% | +13.7% | +0.3% | +9.9% |
| 1Y | +9.1% | +20.6% | -11.5% | +3.6% |
| 3Y | +67.6% | +56.3% | +11.2% | +46.0% |
| 5Y | +56.6% | +42.3% | +14.3% | +37.6% |
| All | +162.6% | +99.2% | +63.3% | +78.4% |
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 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