+3.6%
DUK vs PRU
+16.8%
-13.3%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -0.1% | -1.9% | +1.8% | 0.0% |
| 30D | +0.2% | -2.6% | +2.8% | +0.4% |
| 3M | -1.9% | +14.7% | -16.6% | -2.1% |
| 6M | -6.5% | +25.7% | -32.2% | -6.3% |
| YTD | +5.4% | +8.3% | -2.8% | +5.0% |
| 1Y | +3.6% | +17.3% | -13.8% | +3.5% |
| All | +3.6% | +16.8% | -13.3% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling