+56.3%
PRU vs DAR
+33.7%
+22.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | +3.6% | +11.6% | -7.9% | +2.0% |
| 30D | +8.9% | -10.2% | +19.1% | +10.4% |
| 3M | +0.2% | -14.8% | +15.0% | +2.2% |
| 6M | +23.7% | -10.1% | +33.8% | +24.9% |
| YTD | +13.7% | +55.5% | -41.8% | +3.8% |
| 1Y | +20.6% | +61.7% | -41.1% | +9.2% |
| 3Y | +56.3% | +37.2% | +19.2% | +42.1% |
| All | +56.3% | +33.7% | +22.6% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 3y: compounded portfolio wealth divided by compounded DAR 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…
3y analysis · Full analysis span regression · 6 months rolling