+510.5%
DUK vs PRU
+806.6%
-296.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | 0.0% | +1.9% | -1.9% | -0.3% |
| 30D | -1.7% | +2.7% | -4.4% | -2.1% |
| 3M | -0.4% | +19.5% | -19.9% | -3.5% |
| 6M | -7.2% | +26.6% | -33.9% | -11.1% |
| YTD | +5.3% | +12.3% | -7.1% | +2.8% |
| 1Y | +3.0% | +18.0% | -15.1% | -0.4% |
| 3Y | +53.1% | +47.0% | +6.0% | +41.2% |
| 5Y | +37.9% | +48.4% | -10.5% | +25.8% |
| 10Y | +124.8% | +142.4% | -17.6% | +80.0% |
| All | +510.5% | +806.6% | -296.1% | +160.0% |
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