+42.7%
PRU vs DBX
+15.8%
+26.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.0% | +8.4% | +3.9% |
| 7D | +3.2% | -8.6% | +11.8% | +5.5% |
| 30D | +7.9% | -5.2% | +13.1% | +9.3% |
| 3M | +1.8% | -6.4% | +8.2% | +3.1% |
| 6M | +24.1% | +12.7% | +11.4% | +19.0% |
| YTD | +12.4% | +17.2% | -4.8% | +6.0% |
| 1Y | +20.9% | +5.5% | +15.4% | +17.3% |
| 3Y | +55.5% | +24.1% | +31.4% | +37.4% |
| 5Y | +42.7% | +14.2% | +28.5% | +26.1% |
| All | +42.7% | +15.8% | +26.9% | +26.1% |
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