+45.6%
PRU vs DBX
+7.2%
+38.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.8% | -1.4% |
| 7D | +1.9% | -1.3% | +3.2% | +2.3% |
| 30D | -0.4% | -2.9% | +2.4% | +0.2% |
| 3M | +16.4% | +23.8% | -7.4% | +9.7% |
| 6M | +26.0% | +26.2% | -0.2% | +17.2% |
| YTD | +9.9% | +21.6% | -11.7% | +3.1% |
| 1Y | +18.8% | +11.4% | +7.3% | +13.7% |
| 3Y | +45.4% | +21.3% | +24.1% | +30.8% |
| 5Y | +45.6% | +6.7% | +38.9% | +27.5% |
| All | +45.6% | +7.2% | +38.4% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling