+553.9%
DUK vs PRU
+814.1%
-260.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.6% | -2.8% | +2.2% | -0.2% |
| 30D | +9.4% | +8.5% | +0.9% | +7.9% |
| 3M | +5.4% | +1.7% | +3.7% | +5.1% |
| 6M | +4.9% | +24.8% | -19.9% | +0.9% |
| YTD | +12.7% | +13.3% | -0.5% | +9.9% |
| 1Y | +7.8% | +21.4% | -13.6% | +3.8% |
| 3Y | +63.3% | +54.8% | +8.5% | +49.3% |
| 5Y | +54.2% | +42.4% | +11.9% | +41.7% |
| 10Y | +156.8% | +98.4% | +58.4% | +112.0% |
| All | +553.9% | +814.1% | -260.3% | +177.9% |
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