+20.1%
PRU vs DD
+31.6%
-11.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.9% | -3.5% | +1.1% |
| 7D | +3.2% | +9.8% | -6.6% | +1.0% |
| 30D | +7.9% | +19.3% | -11.4% | +3.6% |
| 3M | +1.8% | +9.4% | -7.6% | -0.4% |
| 6M | +24.1% | +4.8% | +19.3% | +22.4% |
| YTD | +12.4% | +30.2% | -17.9% | +2.9% |
| All | +20.1% | +31.6% | -11.4% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling