+779.9%
PRU vs DAR
+6,173.7%
-5,393.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.4% |
| 7D | +2.4% | -9.9% | +12.3% | +5.3% |
| 30D | +6.1% | -16.4% | +22.5% | +11.1% |
| 3M | -0.7% | -17.1% | +16.3% | +3.7% |
| 6M | +22.1% | -20.5% | +42.5% | +28.5% |
| YTD | +9.8% | +39.4% | -29.6% | -1.5% |
| 1Y | +19.4% | +57.2% | -37.9% | +3.3% |
| 3Y | +50.4% | +13.9% | +36.5% | +36.2% |
| 5Y | +37.2% | -40.8% | +78.0% | +45.0% |
| 10Y | +119.5% | +276.2% | -156.7% | +39.9% |
| All | +779.9% | +6,173.7% | -5,393.9% | +321.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling