+37.0%
PRU vs DD
+58.5%
-21.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.1% |
| 7D | +2.4% | +4.6% | -2.2% | -0.1% |
| 30D | +6.1% | +11.8% | -5.7% | +0.3% |
| 3M | -0.7% | +2.2% | -2.9% | -2.2% |
| 6M | +22.1% | -1.6% | +23.7% | +21.8% |
| YTD | +9.8% | +23.0% | -13.2% | -3.5% |
| 1Y | +19.4% | +26.9% | -7.6% | +3.1% |
| 3Y | +50.4% | +77.9% | -27.5% | +3.2% |
| All | +37.0% | +58.5% | -21.5% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling