+106.1%
PRU vs DD
+105.4%
+0.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.9% | -3.5% | -1.2% |
| 7D | +3.2% | +9.8% | -6.6% | -3.0% |
| 30D | +7.9% | +19.3% | -11.4% | -3.6% |
| 3M | +1.8% | +9.4% | -7.6% | -4.3% |
| 6M | +24.1% | +4.8% | +19.3% | +18.9% |
| YTD | +12.4% | +30.2% | -17.9% | -7.7% |
| 1Y | +20.9% | +32.2% | -11.3% | -1.8% |
| 3Y | +55.5% | +93.1% | -37.6% | -6.5% |
| 5Y | +42.7% | +68.0% | -25.3% | -7.8% |
| 10Y | +106.1% | +98.5% | +7.7% | -3.8% |
| All | +106.1% | +105.4% | +0.8% | -3.8% |
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