+85.3%
PRU vs DBX
+11.7%
+73.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +3.8% | -7.3% | +11.1% | +5.7% |
| 30D | +9.0% | -5.7% | +14.7% | +10.5% |
| 3M | +2.1% | -6.3% | +8.5% | +3.4% |
| 6M | +25.4% | +12.1% | +13.3% | +20.5% |
| YTD | +13.5% | +16.5% | -3.0% | +7.4% |
| 1Y | +21.3% | +6.1% | +15.3% | +17.5% |
| 3Y | +55.1% | +21.8% | +33.4% | +40.8% |
| 5Y | +43.6% | +19.1% | +24.4% | +28.2% |
| All | +85.3% | +11.7% | +73.5% | +44.0% |
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