+554.7%
DUK vs PRU
+816.1%
-261.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | +0.5% |
| 7D | +1.9% | +3.8% | -1.9% | +1.2% |
| 30D | +10.5% | +9.0% | +1.5% | +8.9% |
| 3M | +7.3% | +2.1% | +5.2% | +6.9% |
| 6M | +5.7% | +25.4% | -19.7% | +1.5% |
| YTD | +12.9% | +13.5% | -0.6% | +10.0% |
| 1Y | +8.6% | +21.3% | -12.8% | +4.5% |
| 3Y | +63.5% | +55.1% | +8.4% | +49.4% |
| 5Y | +52.4% | +43.6% | +8.8% | +39.7% |
| 10Y | +157.4% | +99.2% | +58.2% | +112.3% |
| All | +554.7% | +816.1% | -261.3% | +178.2% |
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