+384.5%
DXCM vs PRU
+99.2%
+285.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.1% |
| 7D | +4.9% | +3.6% | +1.3% | +3.8% |
| 30D | -0.2% | +8.9% | -9.0% | -2.7% |
| 3M | -8.9% | +0.2% | -9.1% | -9.0% |
| 6M | +42.3% | +23.7% | +18.5% | +33.1% |
| YTD | +25.6% | +13.7% | +11.8% | +20.2% |
| 1Y | +39.5% | +20.6% | +18.9% | +31.2% |
| 3Y | -15.3% | +56.3% | -71.6% | -27.1% |
| 5Y | -48.4% | +42.3% | -90.8% | -54.8% |
| All | +384.5% | +99.2% | +285.3% | +259.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling