+39.6%
DUK vs PRU
+45.5%
-5.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.2% |
| 7D | +0.7% | +1.9% | -1.2% | +0.4% |
| 30D | -2.0% | -0.4% | -1.6% | -2.0% |
| 3M | +0.2% | +16.4% | -16.2% | -2.2% |
| 6M | -6.9% | +26.0% | -32.9% | -10.3% |
| YTD | +6.1% | +9.9% | -3.8% | +4.3% |
| 1Y | +4.4% | +18.8% | -14.3% | +1.2% |
| 3Y | +49.1% | +45.3% | +3.8% | +36.1% |
| 5Y | +39.6% | +45.6% | -6.0% | +26.6% |
| All | +39.6% | +45.5% | -5.9% | +26.6% |
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 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