+76.7%
PRU vs DBX
+19.3%
+57.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -2.1% |
| 7D | -1.9% | +0.3% | -2.1% | -2.0% |
| 30D | -2.6% | 0.0% | -2.6% | -2.7% |
| 3M | +14.7% | +26.1% | -11.4% | +7.7% |
| 6M | +25.7% | +29.4% | -3.7% | +16.3% |
| YTD | +8.3% | +24.4% | -16.2% | +1.1% |
| 1Y | +17.3% | +10.9% | +6.5% | +12.4% |
| 3Y | +43.2% | +24.1% | +19.1% | +29.8% |
| 5Y | +43.5% | +7.8% | +35.8% | +31.4% |
| All | +76.7% | +19.3% | +57.4% | +35.5% |
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