+139.6%
PRU vs DD
+69.4%
+70.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.0% |
| 7D | +1.9% | -0.6% | +2.5% | +2.3% |
| 30D | -0.4% | -7.4% | +7.0% | +4.2% |
| 3M | +16.4% | -6.4% | +22.9% | +20.4% |
| 6M | +26.0% | -2.5% | +28.5% | +25.8% |
| YTD | +9.9% | +10.2% | -0.3% | +0.5% |
| 1Y | +18.8% | +36.9% | -18.2% | -6.6% |
| 3Y | +45.3% | +47.0% | -1.7% | +4.4% |
| 5Y | +45.6% | +63.1% | -17.6% | -5.6% |
| 10Y | +139.6% | +68.2% | +71.4% | +23.0% |
| All | +139.6% | +69.4% | +70.3% | +23.0% |
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