+97.7%
PRU vs DD
+97.1%
+0.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.3% |
| 7D | +3.6% | +5.0% | -1.3% | +0.6% |
| 30D | +8.9% | +19.7% | -10.8% | -2.9% |
| 3M | +0.2% | +7.2% | -7.0% | -4.7% |
| 6M | +23.7% | +1.0% | +22.7% | +21.2% |
| YTD | +13.7% | +29.1% | -15.4% | -6.1% |
| 1Y | +20.6% | +28.5% | -7.9% | -0.2% |
| 3Y | +56.3% | +89.4% | -33.1% | -4.8% |
| 5Y | +42.3% | +67.1% | -24.8% | -7.7% |
| All | +97.7% | +97.1% | +0.6% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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