+83.3%
PRU vs DBX
+20.1%
+63.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.3% |
| 7D | +1.9% | -2.4% | +4.3% | +2.5% |
| 30D | +2.7% | -0.5% | +3.2% | +2.7% |
| 3M | +19.5% | +28.1% | -8.6% | +11.7% |
| 6M | +26.6% | +33.1% | -6.4% | +16.3% |
| YTD | +12.3% | +25.3% | -12.9% | +4.7% |
| 1Y | +18.0% | +18.3% | -0.3% | +11.1% |
| 3Y | +47.0% | +25.0% | +22.0% | +33.1% |
| 5Y | +48.4% | +7.5% | +40.9% | +35.9% |
| All | +83.3% | +20.1% | +63.2% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling