+85.6%
PRU vs DBX
+15.6%
+70.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +3.6% | -3.3% | +6.9% | +4.4% |
| 30D | +8.9% | -5.9% | +14.7% | +10.4% |
| 3M | +0.2% | -6.7% | +6.9% | +1.5% |
| 6M | +23.7% | +28.0% | -4.2% | +15.1% |
| YTD | +13.7% | +20.6% | -6.9% | +6.7% |
| 1Y | +20.6% | +10.3% | +10.3% | +15.6% |
| 3Y | +56.3% | +24.0% | +32.3% | +41.3% |
| 5Y | +42.3% | +24.2% | +18.1% | +25.8% |
| All | +85.6% | +15.6% | +70.0% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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