+800.4%
PRU vs DAR
+8,048.8%
-7,248.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +1.9% | +1.4% | +0.5% | +1.4% |
| 30D | +2.7% | +12.8% | -10.1% | -0.9% |
| 3M | +19.5% | +7.4% | +12.1% | +16.5% |
| 6M | +26.6% | +22.3% | +4.4% | +18.6% |
| YTD | +12.3% | +81.1% | -68.7% | -5.7% |
| 1Y | +18.0% | +106.5% | -88.4% | -5.3% |
| 3Y | +47.0% | +5.3% | +41.7% | +36.6% |
| 5Y | +48.4% | -11.5% | +60.0% | +40.9% |
| 10Y | +142.4% | +353.3% | -210.9% | +46.9% |
| All | +800.4% | +8,048.8% | -7,248.4% | +303.2% |
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